+409.8%
JBL vs FDS
-23.5%
+433.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | +4.0% | -8.8% | +12.8% | +4.6% |
| 30D | -7.5% | -1.4% | -6.1% | -7.5% |
| 3M | -14.1% | +13.9% | -27.9% | -15.5% |
| 6M | +25.9% | +27.4% | -1.5% | +20.0% |
| YTD | +36.7% | -2.5% | +39.1% | +39.9% |
| 1Y | +49.0% | -23.8% | +72.8% | +66.2% |
| 3Y | +191.8% | -32.5% | +224.3% | +233.5% |
| 5Y | +409.8% | -23.2% | +433.0% | +516.9% |
| All | +409.8% | -23.5% | +433.2% | +516.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling