-22.6%
FPS vs JBL
+11.5%
-34.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.8% | -12.5% | -12.2% |
| 7D | -23.3% | -11.1% | -12.2% | -12.3% |
| 30D | -42.4% | -14.1% | -28.3% | -31.3% |
| 3M | -43.0% | -23.9% | -19.1% | -24.7% |
| 6M | -44.5% | -24.1% | -20.4% | -26.4% |
| All | -22.6% | +11.5% | -34.2% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling