+1,525.1%
JBL vs FFIV
+249.4%
+1,275.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.3% | +1.7% | +3.1% |
| 7D | +2.4% | +5.4% | -3.0% | -0.6% |
| 30D | -13.1% | -2.7% | -10.5% | -11.9% |
| 3M | -15.6% | +4.5% | -20.1% | -17.8% |
| 6M | +24.6% | +42.2% | -17.6% | +1.1% |
| YTD | +39.6% | +61.3% | -21.7% | +4.2% |
| 1Y | +48.6% | +23.0% | +25.6% | +28.5% |
| 3Y | +197.3% | +156.3% | +41.0% | +62.9% |
| 5Y | +413.0% | +102.9% | +310.1% | +214.9% |
| All | +1,525.1% | +249.4% | +1,275.7% | +643.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling