+1,083.0%
FLEX vs JBL
+1,523.3%
-440.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +6.4% | +4.0% | +2.4% | +2.9% |
| 30D | -5.9% | -7.5% | +1.6% | +0.4% |
| 3M | -23.5% | -14.1% | -9.4% | -11.9% |
| 6M | +83.7% | +25.9% | +57.8% | +59.6% |
| YTD | +86.5% | +36.7% | +49.8% | +52.0% |
| 1Y | +100.5% | +49.0% | +51.5% | +52.0% |
| 3Y | +469.8% | +191.8% | +278.1% | +144.1% |
| 5Y | +725.7% | +409.8% | +315.9% | +121.0% |
| All | +1,083.0% | +1,523.3% | -440.4% | +54.2% |
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