+21.7%
JBL vs FDS
+23.2%
-1.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.1% |
| 7D | +10.0% | -2.6% | +12.6% | +9.1% |
| 30D | -18.2% | +14.1% | -32.3% | -14.4% |
| 3M | -29.0% | +19.8% | -48.8% | -23.8% |
| 6M | -25.9% | +55.0% | -80.8% | -14.2% |
| YTD | +14.1% | +15.9% | -1.8% | +31.2% |
| 1Y | +21.7% | +24.2% | -2.5% | +41.2% |
| All | +21.7% | +23.2% | -1.6% | +41.2% |
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