+13.8%
FIX vs JBL
+14.3%
-0.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.3% |
| 7D | -13.9% | -8.1% | -5.9% | -6.7% |
| 30D | -35.5% | -18.4% | -17.1% | -22.9% |
| 3M | -33.9% | -25.8% | -8.2% | -15.5% |
| 6M | -43.3% | -29.6% | -13.7% | -24.4% |
| YTD | +18.7% | +9.6% | +9.0% | +7.7% |
| 1Y | +13.8% | +14.1% | -0.3% | +0.3% |
| All | +13.8% | +14.3% | -0.6% | +0.3% |
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 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