+3,384.0%
JBL vs FE
+561.4%
+2,822.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +3.0% | +1.9% | +1.1% | +2.2% |
| 30D | -8.3% | -1.2% | -7.1% | -7.9% |
| 3M | -16.9% | +3.5% | -20.4% | -18.4% |
| 6M | +21.8% | -6.1% | +27.8% | +24.0% |
| YTD | +36.3% | +7.6% | +28.7% | +31.4% |
| 1Y | +49.5% | +11.9% | +37.6% | +41.5% |
| 3Y | +170.6% | +48.4% | +122.2% | +122.5% |
| 5Y | +408.4% | +44.8% | +363.6% | +316.2% |
| 10Y | +1,450.4% | +115.9% | +1,334.5% | +911.0% |
| All | +3,384.0% | +561.4% | +2,822.6% | +1,474.3% |
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