-15.3%
FPS vs JBL
+11.7%
-27.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +3.6% | +10.8% | +10.2% |
| 7D | +9.5% | +0.1% | +9.4% | +11.4% |
| 30D | -33.8% | -17.0% | -16.7% | -16.6% |
| 3M | -34.9% | -27.4% | -7.5% | -7.6% |
| 6M | -42.9% | -29.1% | -13.8% | -17.6% |
| All | -15.3% | +11.7% | -27.0% | -23.9% |
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