+307.4%
JBL vs FDS
-21.2%
+328.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +3.6% |
| 7D | +0.1% | -2.1% | +2.3% | +0.2% |
| 30D | -17.0% | +16.0% | -33.0% | -17.6% |
| 3M | -27.4% | +18.8% | -46.2% | -28.0% |
| 6M | -29.1% | +54.1% | -83.2% | -32.8% |
| YTD | +13.6% | +17.0% | -3.4% | +15.5% |
| 1Y | +22.8% | +25.5% | -2.7% | +21.3% |
| 3Y | +103.0% | -23.3% | +126.3% | +138.2% |
| 5Y | +307.4% | -22.6% | +330.0% | +366.9% |
| All | +307.4% | -21.2% | +328.6% | +366.9% |
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