+1,121.7%
FITB vs JBL
+42,637.0%
-41,515.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +0.6% | +3.0% | -2.4% | -0.1% |
| 30D | -4.7% | -8.3% | +3.5% | -3.1% |
| 3M | +6.7% | -16.9% | +23.6% | +10.2% |
| 6M | +12.6% | +21.8% | -9.2% | +6.4% |
| YTD | +19.1% | +36.3% | -17.2% | +9.6% |
| 1Y | +22.6% | +49.5% | -26.9% | +10.0% |
| 3Y | +127.1% | +170.6% | -43.5% | +74.6% |
| 5Y | +71.8% | +408.4% | -336.6% | +15.0% |
| 10Y | +287.2% | +1,450.4% | -1,163.2% | +108.9% |
| All | +1,121.7% | +42,637.0% | -41,515.3% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling