+1,173.9%
JBL vs FIVE
+535.9%
+638.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | -17.0% | +17.4% | -34.4% | -21.5% |
| 3M | -27.4% | +7.0% | -34.4% | -29.5% |
| 6M | -29.1% | +20.5% | -49.5% | -34.4% |
| YTD | +13.6% | +33.1% | -19.5% | +1.5% |
| 1Y | +22.8% | +67.1% | -44.3% | +1.8% |
| 3Y | +103.0% | +41.9% | +61.1% | +63.9% |
| 5Y | +307.4% | +21.1% | +286.3% | +233.4% |
| 10Y | +1,173.9% | +518.8% | +655.1% | +567.0% |
| All | +1,173.9% | +535.9% | +638.0% | +567.0% |
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