+1,150.1%
JBL vs FE
+110.9%
+1,039.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | -8.1% | -0.5% | -7.5% | -7.9% |
| 30D | -18.4% | +4.3% | -22.8% | -19.5% |
| 3M | -25.8% | +0.4% | -26.2% | -25.9% |
| 6M | -29.6% | +6.9% | -36.6% | -31.3% |
| YTD | +9.6% | +8.0% | +1.6% | +6.5% |
| 1Y | +14.1% | +4.8% | +9.2% | +11.7% |
| 3Y | +95.9% | +49.0% | +46.9% | +68.3% |
| 5Y | +298.3% | +46.2% | +252.1% | +239.8% |
| 10Y | +1,150.1% | +120.9% | +1,029.2% | +1,004.5% |
| All | +1,150.1% | +110.9% | +1,039.2% | +1,004.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling