+28.4%
FLEX vs JBL
+19.5%
+8.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | -0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.9% |
| 30D | -32.6% | -17.0% | -15.6% | -14.3% |
| 3M | -35.5% | -27.4% | -8.1% | -4.7% |
| 6M | -45.6% | -29.1% | -16.5% | -16.7% |
| YTD | +30.7% | +13.6% | +17.1% | +25.9% |
| 1Y | +28.4% | +22.8% | +5.6% | +11.9% |
| All | +28.4% | +19.5% | +8.9% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling