+726.2%
FLEX vs JBL
+405.9%
+320.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +3.9% |
| 7D | +7.0% | +4.4% | +2.6% | +3.1% |
| 30D | -5.8% | -8.4% | +2.6% | +1.6% |
| 3M | -24.2% | -14.2% | -10.0% | -12.4% |
| 6M | +90.8% | +29.6% | +61.2% | +62.9% |
| YTD | +89.2% | +37.1% | +52.1% | +55.0% |
| 1Y | +104.7% | +49.5% | +55.2% | +56.3% |
| 3Y | +478.1% | +192.7% | +285.4% | +156.9% |
| 5Y | +726.2% | +411.3% | +314.8% | +122.2% |
| All | +726.2% | +405.9% | +320.3% | +122.2% |
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 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