+76.9%
FICO vs JBL
+270.2%
-193.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -0.9% | -12.3% | +11.4% | +1.1% |
| 30D | +3.3% | -20.2% | +23.5% | +6.8% |
| 3M | -31.7% | -30.6% | -1.1% | -28.1% |
| 6M | -34.0% | -35.8% | +1.8% | -30.0% |
| YTD | -58.3% | +4.9% | -63.3% | -61.7% |
| 1Y | -57.9% | +11.3% | -69.2% | -62.1% |
| 3Y | -24.1% | +89.1% | -113.2% | -45.7% |
| All | +76.9% | +270.2% | -193.2% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling