+1,236.0%
JBL vs FFIV
+6,144.1%
-4,908.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +3.4% |
| 7D | +0.1% | -2.9% | +3.1% | +1.2% |
| 30D | -17.0% | -32.4% | +15.4% | -7.0% |
| 3M | -27.4% | -22.7% | -4.7% | -22.2% |
| 6M | -29.1% | -10.7% | -18.4% | -27.3% |
| YTD | +13.6% | +25.4% | -11.7% | +4.0% |
| 1Y | +22.8% | +34.2% | -11.4% | +10.0% |
| 3Y | +103.0% | +101.2% | +1.8% | +59.4% |
| 5Y | +307.4% | +42.0% | +265.4% | +255.1% |
| 10Y | +1,173.9% | +126.7% | +1,047.2% | +859.6% |
| All | +1,236.0% | +6,144.1% | -4,908.1% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling