+93.1%
FOXA vs JBL
+409.3%
-316.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.9% | +0.3% |
| 7D | +0.8% | +2.4% | -1.6% | +0.4% |
| 30D | +5.0% | -13.1% | +18.2% | +7.4% |
| 3M | -3.0% | -15.6% | +12.6% | -0.7% |
| 6M | +14.8% | +24.6% | -9.8% | +7.5% |
| YTD | -8.9% | +39.6% | -48.5% | -17.3% |
| 1Y | +13.3% | +48.6% | -35.3% | +0.9% |
| 3Y | +115.4% | +197.3% | -81.9% | +52.1% |
| All | +93.1% | +409.3% | -316.2% | +7.0% |
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