+49.5%
JBL vs FFIV
+25.9%
+23.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +3.0% | -1.0% | +4.0% | +3.4% |
| 30D | -8.3% | -5.1% | -3.2% | -6.7% |
| 3M | -16.9% | -4.5% | -12.5% | -15.4% |
| 6M | +21.8% | +36.5% | -14.7% | +14.3% |
| YTD | +36.3% | +53.0% | -16.7% | +26.1% |
| 1Y | +49.5% | +24.2% | +25.3% | +37.5% |
| All | +49.5% | +25.9% | +23.6% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling