+8.1%
FPS vs JBL
+34.0%
-25.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +0.9% |
| 7D | +3.1% | +3.0% | +0.1% | +0.2% |
| 30D | -18.6% | -8.3% | -10.3% | -12.1% |
| 3M | -51.5% | -16.9% | -34.6% | -42.2% |
| 6M | -8.5% | +21.8% | -30.3% | -29.5% |
| All | +8.1% | +34.0% | -25.9% | -21.8% |
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 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