+948.1%
FIX vs JBL
+270.2%
+677.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.3% | +4.7% |
| 7D | -17.5% | -12.3% | -5.1% | -9.4% |
| 30D | -41.6% | -20.2% | -21.4% | -31.9% |
| 3M | -40.6% | -30.6% | -10.0% | -24.6% |
| 6M | -49.4% | -35.8% | -13.6% | -32.5% |
| YTD | +9.2% | +4.9% | +4.2% | +8.5% |
| 1Y | +6.5% | +11.3% | -4.8% | +2.3% |
| 3Y | +448.7% | +89.1% | +359.6% | +289.8% |
| All | +948.1% | +270.2% | +677.9% | +401.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling