+39,225.6%
FICO vs JBL
+42,637.0%
-3,411.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.2% | -16.9% |
| 7D | -19.2% | +3.0% | -22.2% | -19.6% |
| 30D | -14.6% | -8.3% | -6.3% | -13.7% |
| 3M | -20.1% | -16.9% | -3.2% | -18.6% |
| 6M | -36.3% | +21.8% | -58.1% | -39.7% |
| YTD | -44.9% | +36.3% | -81.2% | -48.9% |
| 1Y | -38.6% | +49.5% | -88.1% | -44.3% |
| 3Y | +4.0% | +170.6% | -166.6% | -16.4% |
| 5Y | +99.5% | +408.4% | -308.9% | +43.8% |
| 10Y | +604.7% | +1,450.4% | -845.7% | +325.1% |
| All | +39,225.6% | +42,637.0% | -3,411.4% | +22,534.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling