-79.9%
FIG vs JBL
+39.8%
-119.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.0% | -0.3% | +5.3% |
| 7D | -3.8% | +2.4% | -6.2% | -3.6% |
| 30D | -2.3% | -13.1% | +10.8% | -3.7% |
| 3M | +20.0% | -15.6% | +35.5% | +19.5% |
| 6M | -16.7% | +24.6% | -41.2% | -26.4% |
| YTD | -37.9% | +39.6% | -77.5% | -48.2% |
| 1Y | -58.5% | +48.6% | -107.2% | -67.4% |
| All | -79.9% | +39.8% | -119.7% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling