+1,509.2%
JBL vs FIVE
+486.0%
+1,023.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.6% |
| 7D | +4.0% | +1.7% | +2.3% | +3.4% |
| 30D | -7.5% | +5.0% | -12.5% | -9.3% |
| 3M | -14.1% | +29.5% | -43.6% | -21.7% |
| 6M | +25.9% | +12.4% | +13.5% | +19.4% |
| YTD | +36.7% | +31.2% | +5.5% | +23.2% |
| 1Y | +49.0% | +72.9% | -23.9% | +22.6% |
| 3Y | +191.8% | +53.0% | +138.8% | +130.0% |
| 5Y | +409.8% | +34.2% | +375.6% | +302.5% |
| 10Y | +1,509.2% | +497.6% | +1,011.6% | +728.3% |
| All | +1,509.2% | +486.0% | +1,023.2% | +728.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling