+2,105.4%
FIX vs JBL
+405.9%
+1,699.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.0% |
| 7D | +6.0% | +3.0% | +3.0% | +4.1% |
| 30D | -7.2% | -8.3% | +1.0% | -2.2% |
| 3M | -15.9% | -16.9% | +1.1% | -5.3% |
| 6M | +12.7% | +21.8% | -9.0% | +0.9% |
| YTD | +72.8% | +36.3% | +36.5% | +44.9% |
| 1Y | +122.9% | +49.5% | +73.4% | +77.1% |
| 3Y | +774.3% | +170.6% | +603.7% | +400.6% |
| All | +2,105.4% | +405.9% | +1,699.5% | +790.6% |
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