+23.7%
JBL vs FIVE
+63.3%
-39.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.7% | -11.5% | -6.7% |
| 7D | -11.1% | +7.5% | -18.6% | -13.1% |
| 30D | -14.1% | +16.7% | -30.8% | -18.2% |
| 3M | -23.9% | +13.4% | -37.3% | -27.8% |
| 6M | -24.1% | +9.0% | -33.1% | -26.4% |
| YTD | +13.5% | +33.8% | -20.3% | -4.1% |
| 1Y | +23.7% | +61.2% | -37.4% | -7.1% |
| All | +23.7% | +63.3% | -39.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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