-24.1%
FICO vs JBL
+87.5%
-111.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -0.9% | -12.3% | +11.4% | -0.5% |
| 30D | +3.3% | -20.2% | +23.5% | +4.2% |
| 3M | -31.7% | -30.6% | -1.1% | -30.9% |
| 6M | -34.0% | -35.8% | +1.8% | -32.6% |
| YTD | -58.3% | +4.9% | -63.3% | -60.8% |
| 1Y | -57.9% | +11.3% | -69.2% | -61.0% |
| 3Y | -24.1% | +89.1% | -113.2% | -38.1% |
| All | -24.1% | +87.5% | -111.5% | -38.1% |
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