-80.9%
FIG vs JBL
+36.9%
-117.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.3% |
| 7D | -14.5% | +4.0% | -18.5% | -14.1% |
| 30D | -13.3% | -7.5% | -5.8% | -14.0% |
| 3M | +7.4% | -14.1% | +21.5% | +6.5% |
| 6M | -27.8% | +25.9% | -53.7% | -37.2% |
| YTD | -41.1% | +36.7% | -77.8% | -51.0% |
| 1Y | -58.7% | +49.0% | -107.7% | -67.7% |
| All | -80.9% | +36.9% | -117.8% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling