+23.7%
JBL vs FDS
+31.1%
-7.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.9% | -7.7% | -3.9% |
| 7D | -11.1% | +9.4% | -20.6% | -8.3% |
| 30D | -14.1% | +23.8% | -37.9% | -7.7% |
| 3M | -23.9% | +25.1% | -49.1% | -17.1% |
| 6M | -24.1% | +53.8% | -77.9% | -11.4% |
| YTD | +13.5% | +19.6% | -6.1% | +30.9% |
| 1Y | +23.7% | +31.6% | -7.9% | +46.6% |
| All | +23.7% | +31.1% | -7.4% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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