-52.4%
FIS vs JBL
+1,148.2%
-1,200.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.7% |
| 7D | +2.8% | +6.3% | -3.5% | +1.3% |
| 30D | -16.7% | -13.5% | -3.2% | -13.9% |
| 3M | -32.3% | -31.3% | -1.0% | -26.5% |
| 6M | -29.1% | -28.4% | -0.6% | -24.8% |
| YTD | -54.1% | +11.6% | -65.7% | -58.0% |
| 1Y | -53.7% | +26.1% | -79.8% | -59.2% |
| 3Y | -38.8% | +97.4% | -136.2% | -56.4% |
| 5Y | -71.1% | +301.0% | -372.1% | -84.9% |
| All | -52.4% | +1,148.2% | -1,200.6% | -83.3% |
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