-63.2%
FLUT vs JBL
+20.8%
-84.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -2.5% |
| 7D | +4.2% | -11.1% | +15.3% | +3.7% |
| 30D | +8.0% | -14.1% | +22.1% | +7.7% |
| 3M | -22.1% | -23.9% | +1.9% | -22.5% |
| 6M | -21.7% | -24.1% | +2.4% | -23.1% |
| YTD | -62.0% | +13.5% | -75.4% | -66.9% |
| 1Y | -63.2% | +23.7% | -86.9% | -70.5% |
| All | -63.2% | +20.8% | -84.0% | -70.5% |
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