+38.8%
FXI vs JBL
+100.1%
-61.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -4.2% | +6.3% | -10.5% | -5.0% |
| 30D | -1.1% | -13.5% | +12.4% | +0.6% |
| 3M | -4.0% | -31.3% | +27.4% | +0.8% |
| 6M | -11.8% | -28.4% | +16.6% | -8.5% |
| YTD | -11.9% | +11.6% | -23.5% | -15.6% |
| 1Y | -16.1% | +26.1% | -42.2% | -21.2% |
| 3Y | +38.8% | +97.4% | -58.6% | +15.9% |
| All | +38.8% | +100.1% | -61.3% | +15.9% |
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 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