-84.3%
FRMI vs JBL
+44.9%
-129.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +3.9% |
| 7D | +2.4% | +3.0% | -0.6% | -0.2% |
| 30D | -17.3% | -8.3% | -9.0% | -10.3% |
| 3M | -17.2% | -16.9% | -0.3% | -4.2% |
| 6M | -43.4% | +21.8% | -65.1% | -57.2% |
| YTD | -36.0% | +36.3% | -72.3% | -57.5% |
| All | -84.3% | +44.9% | -129.2% | -89.6% |
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