+29,620.1%
FICO vs JBL
+32,800.8%
-3,180.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.4% |
| YTD | -58.3% | +4.9% | -63.3% | -59.9% |
| 1Y | -57.9% | +11.3% | -69.2% | -60.0% |
| 3Y | -24.1% | +89.1% | -113.2% | -35.3% |
| 5Y | +85.3% | +272.1% | -186.7% | +40.0% |
| 10Y | +520.3% | +1,150.2% | -629.9% | +286.4% |
| All | +29,620.1% | +32,800.8% | -3,180.7% | +17,668.4% |
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