+2,054.3%
FLUT vs JBL
+2,644.2%
-590.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -1.6% | +3.0% | -4.7% | -1.9% |
| 30D | +7.7% | -8.3% | +16.0% | +8.4% |
| 3M | -0.7% | -16.9% | +16.2% | +0.4% |
| 6M | -11.2% | +21.8% | -32.9% | -13.3% |
| YTD | -53.4% | +36.3% | -89.8% | -55.1% |
| 1Y | -65.8% | +49.5% | -115.3% | -67.2% |
| 3Y | -44.9% | +170.6% | -215.6% | -50.0% |
| 5Y | -49.7% | +408.4% | -458.1% | -56.2% |
| 10Y | -9.7% | +1,450.4% | -1,460.1% | -24.9% |
| All | +2,054.3% | +2,644.2% | -590.0% | +1,623.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling