-49.8%
FLUT vs JBL
+299.0%
-348.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -0.7% | +6.3% | -7.0% | -2.2% |
| 30D | +9.3% | -13.5% | +22.7% | +12.6% |
| 3M | -17.5% | -31.3% | +13.9% | -10.3% |
| 6M | -14.6% | -28.4% | +13.8% | -9.5% |
| YTD | -62.3% | +11.6% | -73.9% | -66.3% |
| 1Y | -59.6% | +26.1% | -85.8% | -65.6% |
| 3Y | -45.3% | +97.4% | -142.7% | -62.5% |
| All | -49.8% | +299.0% | -348.8% | -78.1% |
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