+1,525.1%
JBL vs FDS
+64.8%
+1,460.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.3% | +5.4% |
| 7D | +2.4% | -14.0% | +16.4% | +7.2% |
| 30D | -13.1% | -6.2% | -6.9% | -11.8% |
| 3M | -15.6% | +10.2% | -25.7% | -20.4% |
| 6M | +24.6% | +27.4% | -2.9% | +7.8% |
| YTD | +39.6% | -9.3% | +48.9% | +38.5% |
| 1Y | +48.6% | -28.6% | +77.3% | +63.8% |
| 3Y | +197.3% | -36.8% | +234.1% | +239.9% |
| 5Y | +413.0% | -28.6% | +441.6% | +435.2% |
| All | +1,525.1% | +64.8% | +1,460.2% | +1,044.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling