-55.8%
FIG vs JBL
+52.3%
-108.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.2% |
| 7D | -16.3% | +3.0% | -19.3% | -16.0% |
| 30D | -14.3% | -8.3% | -6.1% | -15.2% |
| 3M | +7.2% | -16.9% | +24.1% | +6.2% |
| 6M | -18.6% | +21.8% | -40.4% | -28.2% |
| YTD | -35.5% | +36.3% | -71.8% | -46.3% |
| 1Y | -55.8% | +49.5% | -105.3% | -66.0% |
| All | -55.8% | +52.3% | -108.1% | -66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling