-72.3%
FIS vs JBL
+307.7%
-380.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.2% |
| 7D | -3.5% | +10.0% | -13.5% | -4.7% |
| 30D | -19.4% | -18.2% | -1.2% | -17.4% |
| 3M | -31.6% | -29.0% | -2.6% | -28.7% |
| 6M | -32.5% | -25.9% | -6.7% | -30.6% |
| YTD | -56.0% | +14.1% | -70.1% | -59.0% |
| 1Y | -55.5% | +21.7% | -77.2% | -59.3% |
| 3Y | -41.3% | +103.8% | -145.2% | -55.6% |
| 5Y | -72.3% | +310.0% | -382.3% | -86.2% |
| All | -72.3% | +307.7% | -380.0% | -86.2% |
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 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