+449.4%
FLEX vs JBL
+181.2%
+268.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.2% |
| 7D | -0.9% | +3.0% | -3.9% | -3.5% |
| 30D | -10.1% | -8.3% | -1.9% | -3.2% |
| 3M | -31.3% | -16.9% | -14.4% | -18.4% |
| 6M | +71.3% | +21.8% | +49.5% | +54.7% |
| YTD | +81.2% | +36.3% | +44.9% | +50.9% |
| 1Y | +98.5% | +49.5% | +49.0% | +54.0% |
| All | +449.4% | +181.2% | +268.2% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling