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  • JBL vs FDS✓SelectedUSD · FDSJBL vs FDS performance historyLatest closeAs of+1.52%09/04
Stock and ETF performance explorer

JBL vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+26,065.5%
FDS return
+9,502.8%
Excess return
+16,562.7%
Maximum drawdown
-94.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
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