+1,148.2%
JBL vs FE
+126.1%
+1,022.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | +6.3% | +1.2% | +5.1% | +6.0% |
| 30D | -13.5% | +4.5% | -18.0% | -14.6% |
| 3M | -31.3% | +1.3% | -32.7% | -31.7% |
| 6M | -28.4% | +8.7% | -37.1% | -30.4% |
| YTD | +11.6% | +9.2% | +2.4% | +8.1% |
| 1Y | +26.1% | +7.0% | +19.2% | +22.8% |
| 3Y | +97.4% | +51.4% | +46.0% | +68.7% |
| 5Y | +301.0% | +47.7% | +253.3% | +241.1% |
| All | +1,148.2% | +126.1% | +1,022.1% | +998.2% |
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