+206.5%
FITB vs JBL
+1,148.2%
-941.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.1% |
| 7D | +2.8% | +6.3% | -3.6% | -0.2% |
| 30D | +9.8% | -13.5% | +23.3% | +16.4% |
| 3M | -5.2% | -31.3% | +26.2% | +10.5% |
| 6M | +17.3% | -28.4% | +45.8% | +31.5% |
| YTD | +19.3% | +11.6% | +7.7% | +4.8% |
| 1Y | +32.7% | +26.1% | +6.6% | +9.1% |
| 3Y | +141.6% | +97.4% | +44.2% | +42.1% |
| 5Y | +48.9% | +301.0% | -252.1% | -46.5% |
| All | +206.5% | +1,148.2% | -941.7% | -40.3% |
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