-50.6%
FLUT vs JBL
+410.1%
-460.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.6% | +4.0% | -6.6% | -3.6% |
| 30D | +5.4% | -7.5% | +12.9% | +7.1% |
| 3M | -10.8% | -14.1% | +3.3% | -8.4% |
| 6M | -9.2% | +25.9% | -35.1% | -19.1% |
| YTD | -53.8% | +36.7% | -90.5% | -60.3% |
| 1Y | -66.0% | +49.0% | -115.0% | -71.8% |
| 3Y | -44.7% | +191.8% | -236.4% | -66.5% |
| 5Y | -50.6% | +409.8% | -460.4% | -78.8% |
| All | -50.6% | +410.1% | -460.7% | -78.8% |
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