+26,065.5%
JBL vs FDS
+9,502.8%
+16,562.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +3.2% |
| 7D | +3.0% | -1.9% | +4.9% | +3.9% |
| 30D | -8.3% | +9.0% | -17.3% | -12.6% |
| 3M | -16.9% | +18.9% | -35.8% | -26.3% |
| 6M | +21.8% | +35.1% | -13.4% | -1.6% |
| YTD | +36.3% | +5.5% | +30.8% | +22.0% |
| 1Y | +49.5% | -16.8% | +66.3% | +48.1% |
| 3Y | +170.6% | -28.1% | +198.7% | +182.8% |
| 5Y | +408.4% | -17.4% | +425.8% | +386.1% |
| 10Y | +1,450.4% | +85.4% | +1,364.9% | +845.1% |
| All | +26,065.5% | +9,502.8% | +16,562.7% | +2,435.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling