-83.2%
FIG vs JBL
+11.7%
-94.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +2.7% |
| 7D | +3.4% | +6.3% | -2.9% | +3.7% |
| 30D | -9.5% | -13.5% | +4.0% | -10.8% |
| 3M | -26.2% | -31.3% | +5.1% | -28.9% |
| 6M | +2.7% | -28.4% | +31.1% | -0.7% |
| YTD | -48.0% | +11.6% | -59.5% | -57.5% |
| 1Y | -52.0% | +26.1% | -78.2% | -63.4% |
| All | -83.2% | +11.7% | -94.9% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling