+192.7%
JBL vs FE
+48.5%
+144.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.5% |
| 7D | +4.4% | +0.6% | +3.8% | +4.5% |
| 30D | -8.4% | -2.1% | -6.3% | -8.7% |
| 3M | -14.2% | +2.6% | -16.8% | -13.9% |
| 6M | +29.6% | -6.8% | +36.4% | +29.0% |
| YTD | +37.1% | +6.9% | +30.2% | +38.1% |
| 1Y | +49.5% | +11.6% | +37.9% | +51.3% |
| 3Y | +192.7% | +47.7% | +145.0% | +203.0% |
| All | +192.7% | +48.5% | +144.2% | +203.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling