-11.0%
FLUT vs JBL
+1,478.7%
-1,489.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | -3.6% | -1.0% | -2.6% | -3.4% |
| 30D | -0.3% | -15.1% | +14.7% | +2.3% |
| 3M | -12.6% | -14.0% | +1.4% | -11.1% |
| 6M | -8.0% | +20.6% | -28.6% | -13.5% |
| YTD | -54.1% | +32.9% | -87.0% | -57.9% |
| 1Y | -66.1% | +40.5% | -106.6% | -69.4% |
| 3Y | -45.0% | +183.7% | -228.8% | -57.7% |
| 5Y | -51.2% | +388.3% | -439.6% | -66.3% |
| All | -11.0% | +1,478.7% | -1,489.7% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling