+473.3%
FLEX vs JBL
+310.5%
+162.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.9% |
| 30D | -32.6% | -17.0% | -15.6% | -19.1% |
| 3M | -35.5% | -27.4% | -8.1% | -13.4% |
| 6M | -45.6% | -29.1% | -16.5% | -24.5% |
| YTD | +30.7% | +13.6% | +17.1% | +28.1% |
| 1Y | +28.4% | +22.8% | +5.6% | +18.7% |
| 3Y | +301.7% | +103.0% | +198.7% | +148.0% |
| 5Y | +473.3% | +307.4% | +165.9% | +89.8% |
| All | +473.3% | +310.5% | +162.8% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling