+1,176.2%
JBL vs FDS
+127.0%
+1,049.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.7% |
| 7D | +10.0% | -2.6% | +12.6% | +10.7% |
| 30D | -18.2% | +14.1% | -32.3% | -21.7% |
| 3M | -29.0% | +19.8% | -48.8% | -33.7% |
| 6M | -25.9% | +55.0% | -80.8% | -38.9% |
| YTD | +14.1% | +15.9% | -1.8% | +4.2% |
| 1Y | +21.7% | +24.2% | -2.5% | +6.9% |
| 3Y | +103.8% | -24.0% | +127.9% | +122.4% |
| 5Y | +310.0% | -23.3% | +333.3% | +337.8% |
| All | +1,176.2% | +127.0% | +1,049.3% | +721.5% |
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