+651.7%
FLEX vs JBL
+1,199.1%
-547.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +3.0% |
| 30D | -32.6% | -17.0% | -15.6% | -19.5% |
| 3M | -35.5% | -27.4% | -8.1% | -14.1% |
| 6M | -45.6% | -29.1% | -16.5% | -25.0% |
| YTD | +30.7% | +13.6% | +17.1% | +26.3% |
| 1Y | +28.4% | +22.8% | +5.6% | +16.7% |
| 3Y | +301.7% | +103.0% | +198.7% | +137.9% |
| 5Y | +473.3% | +307.4% | +165.9% | +86.2% |
| 10Y | +651.7% | +1,173.9% | -522.2% | +17.5% |
| All | +651.7% | +1,199.1% | -547.4% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling