-44.3%
FLUT vs JBL
+189.2%
-233.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.6% | +4.0% | -6.6% | -3.2% |
| 30D | +5.4% | -7.5% | +12.9% | +6.5% |
| 3M | -10.8% | -14.1% | +3.3% | -9.1% |
| 6M | -9.2% | +25.9% | -35.1% | -17.0% |
| YTD | -53.8% | +36.7% | -90.5% | -58.8% |
| 1Y | -66.0% | +49.0% | -115.0% | -70.6% |
| All | -44.3% | +189.2% | -233.5% | -59.3% |
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