+5,993.3%
FIX vs JBL
+1,439.8%
+4,553.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | +6.1% | +4.4% | +1.6% | +3.4% |
| 30D | -2.7% | -8.4% | +5.8% | +2.4% |
| 3M | -10.9% | -14.2% | +3.2% | -2.1% |
| 6M | +29.0% | +29.6% | -0.6% | +12.0% |
| YTD | +76.9% | +37.1% | +39.8% | +48.9% |
| 1Y | +130.7% | +49.5% | +81.3% | +85.0% |
| 3Y | +790.7% | +192.7% | +598.0% | +384.0% |
| 5Y | +2,185.6% | +411.3% | +1,774.2% | +791.5% |
| 10Y | +5,993.3% | +1,447.6% | +4,545.7% | +1,282.8% |
| All | +5,993.3% | +1,439.8% | +4,553.5% | +1,282.8% |
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