-28.9%
FICO vs JBL
+100.1%
-129.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | +2.2% | +6.3% | -4.1% | +2.0% |
| 30D | +0.1% | -13.5% | +13.6% | +0.5% |
| 3M | -35.2% | -31.3% | -3.8% | -34.4% |
| 6M | -32.4% | -28.4% | -3.9% | -31.5% |
| YTD | -57.4% | +11.6% | -69.0% | -60.0% |
| 1Y | -58.5% | +26.1% | -84.7% | -62.0% |
| 3Y | -28.9% | +97.4% | -126.2% | -42.1% |
| All | -28.9% | +100.1% | -129.0% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling