+3.1%
FICO vs JBL
+181.2%
-178.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.2% | -16.7% |
| 7D | -19.2% | +3.0% | -22.2% | -19.3% |
| 30D | -14.6% | -8.3% | -6.3% | -14.4% |
| 3M | -20.1% | -16.9% | -3.2% | -19.0% |
| 6M | -36.3% | +21.8% | -58.1% | -39.1% |
| YTD | -44.9% | +36.3% | -81.2% | -48.5% |
| 1Y | -38.6% | +49.5% | -88.1% | -44.0% |
| All | +3.1% | +181.2% | -178.1% | -18.0% |
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