-83.1%
FRMI vs JBL
+48.4%
-131.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | -2.6% |
| 7D | +7.4% | +2.4% | +5.0% | +5.0% |
| 30D | -27.6% | -13.1% | -14.5% | -18.1% |
| 3M | -20.9% | -15.6% | -5.3% | -9.2% |
| 6M | -36.6% | +24.6% | -61.2% | -53.2% |
| YTD | -31.3% | +39.6% | -70.9% | -55.4% |
| All | -83.1% | +48.4% | -131.5% | -89.1% |
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