+130.7%
FIX vs JBL
+48.2%
+82.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +1.9% |
| 7D | +6.1% | +4.4% | +1.6% | +2.4% |
| 30D | -2.7% | -8.4% | +5.8% | +4.4% |
| 3M | -10.9% | -14.2% | +3.2% | +0.8% |
| 6M | +29.0% | +29.6% | -0.6% | +3.2% |
| YTD | +76.9% | +37.1% | +39.8% | +35.1% |
| 1Y | +130.7% | +49.5% | +81.3% | +63.7% |
| All | +130.7% | +48.2% | +82.6% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling