+22.8%
JBL vs FIVE
+66.9%
-44.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | -17.0% | +17.4% | -34.4% | -21.1% |
| 3M | -27.4% | +7.0% | -34.4% | -29.4% |
| 6M | -29.1% | +20.5% | -49.5% | -35.1% |
| YTD | +13.6% | +33.1% | -19.5% | -4.3% |
| 1Y | +22.8% | +67.1% | -44.3% | -11.4% |
| All | +22.8% | +66.9% | -44.1% | -11.4% |
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