-40.7%
FIS vs JBL
+1,478.7%
-1,519.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +3.9% | +1.9% |
| 7D | -8.9% | -1.0% | -7.9% | -8.7% |
| 30D | -9.9% | -15.1% | +5.2% | -6.5% |
| 3M | 0.0% | -14.0% | +14.0% | +2.4% |
| 6M | -22.9% | +20.6% | -43.5% | -29.3% |
| YTD | -40.9% | +32.9% | -73.8% | -47.7% |
| 1Y | -40.4% | +40.5% | -81.0% | -48.7% |
| 3Y | -25.4% | +183.7% | -209.1% | -52.6% |
| 5Y | -64.8% | +388.3% | -453.2% | -82.4% |
| All | -40.7% | +1,478.7% | -1,519.3% | -80.2% |
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 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