+12,471.5%
FIX vs JBL
+3,756.0%
+8,715.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +6.0% | +3.0% | +3.0% | +5.2% |
| 30D | -7.2% | -8.3% | +1.0% | -5.1% |
| 3M | -15.9% | -16.9% | +1.1% | -11.2% |
| 6M | +12.7% | +21.8% | -9.0% | +8.1% |
| YTD | +72.8% | +36.3% | +36.5% | +61.1% |
| 1Y | +122.9% | +49.5% | +73.4% | +103.3% |
| 3Y | +774.3% | +170.6% | +603.7% | +588.2% |
| 5Y | +2,049.5% | +408.4% | +1,641.1% | +1,353.3% |
| 10Y | +5,821.5% | +1,450.4% | +4,371.1% | +3,032.4% |
| All | +12,471.5% | +3,756.0% | +8,715.5% | +4,806.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling