+23.7%
JBL vs FE
+6.1%
+17.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -11.1% | +1.7% | -12.8% | -10.8% |
| 30D | -14.1% | +8.1% | -22.2% | -12.9% |
| 3M | -23.9% | -1.3% | -22.6% | -24.1% |
| 6M | -24.1% | +2.9% | -27.0% | -23.8% |
| YTD | +13.5% | +8.6% | +4.9% | +9.3% |
| 1Y | +23.7% | +6.3% | +17.4% | +18.9% |
| All | +23.7% | +6.1% | +17.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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