+11.4%
FPS vs JBL
+34.7%
-23.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.5% |
| 7D | +10.4% | +4.4% | +6.0% | +5.7% |
| 30D | -16.5% | -8.4% | -8.1% | -9.6% |
| 3M | -45.5% | -14.2% | -31.4% | -37.2% |
| 6M | +2.1% | +29.6% | -27.5% | -26.9% |
| All | +11.4% | +34.7% | -23.3% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling