+100.5%
FLEX vs JBL
+49.3%
+51.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | +6.4% | +4.0% | +2.4% | +1.7% |
| 30D | -5.9% | -7.5% | +1.6% | +2.3% |
| 3M | -23.5% | -14.1% | -9.4% | -8.3% |
| 6M | +83.7% | +25.9% | +57.8% | +56.9% |
| YTD | +86.5% | +36.7% | +49.8% | +49.2% |
| 1Y | +100.5% | +49.0% | +51.5% | +48.6% |
| All | +100.5% | +49.3% | +51.2% | +48.6% |
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 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