+2,582.1%
JBL vs FE
+563.2%
+2,019.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -12.3% | 0.0% | -12.3% | -12.3% |
| 30D | -20.2% | +5.2% | -25.4% | -21.9% |
| 3M | -30.6% | 0.0% | -30.6% | -30.8% |
| 6M | -35.8% | +5.0% | -40.8% | -37.4% |
| YTD | +4.9% | +7.9% | -3.0% | +0.9% |
| 1Y | +11.3% | +6.3% | +5.0% | +7.5% |
| 3Y | +89.1% | +46.0% | +43.1% | +56.8% |
| 5Y | +272.1% | +45.6% | +226.4% | +203.8% |
| 10Y | +1,150.2% | +109.3% | +1,040.8% | +726.0% |
| All | +2,582.1% | +563.2% | +2,019.0% | +1,108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling