-47.5%
FPS vs JBL
-28.9%
-18.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +5.6% | +10.4% | +9.0% |
| 7D | -8.0% | -5.2% | -2.8% | +0.5% |
| 30D | -43.5% | -17.5% | -26.0% | -28.0% |
| 3M | -41.6% | -26.0% | -15.6% | -18.5% |
| All | -47.5% | -28.9% | -18.6% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling