+1,148.2%
JBL vs FDS
+127.7%
+1,020.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +6.3% | +1.5% | +4.9% | +5.9% |
| 30D | -13.5% | +14.8% | -28.3% | -17.3% |
| 3M | -31.3% | +16.3% | -47.6% | -35.2% |
| 6M | -28.4% | +66.2% | -94.7% | -42.6% |
| YTD | +11.6% | +16.2% | -4.6% | +1.8% |
| 1Y | +26.1% | +21.8% | +4.3% | +12.0% |
| 3Y | +97.4% | -23.9% | +121.2% | +115.2% |
| 5Y | +301.0% | -23.1% | +324.1% | +327.8% |
| All | +1,148.2% | +127.7% | +1,020.6% | +702.7% |
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