+1,502.6%
JBL vs FFIV
+7,518.9%
-6,016.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +3.0% | -1.0% | +4.0% | +3.3% |
| 30D | -8.3% | -5.1% | -3.2% | -6.8% |
| 3M | -16.9% | -4.5% | -12.5% | -15.6% |
| 6M | +21.8% | +36.5% | -14.7% | +10.2% |
| YTD | +36.3% | +53.0% | -16.7% | +18.5% |
| 1Y | +49.5% | +24.2% | +25.3% | +38.0% |
| 3Y | +170.6% | +137.2% | +33.4% | +104.2% |
| 5Y | +408.4% | +91.8% | +316.6% | +307.8% |
| 10Y | +1,450.4% | +215.2% | +1,235.2% | +965.9% |
| All | +1,502.6% | +7,518.9% | -6,016.3% | +309.7% |
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