+84.4%
FICO vs JBL
+299.0%
-214.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | +2.2% | +6.3% | -4.1% | +1.2% |
| 30D | +0.1% | -13.5% | +13.6% | +2.2% |
| 3M | -35.2% | -31.3% | -3.8% | -31.5% |
| 6M | -32.4% | -28.4% | -3.9% | -29.6% |
| YTD | -57.4% | +11.6% | -69.0% | -61.3% |
| 1Y | -58.5% | +26.1% | -84.7% | -63.7% |
| 3Y | -28.9% | +97.4% | -126.2% | -49.4% |
| All | +84.4% | +299.0% | -214.7% | -12.9% |
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