+21.7%
JBL vs FIVE
+63.0%
-41.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | +10.0% | +2.4% | +7.5% | +9.2% |
| 30D | -18.2% | +15.8% | -34.1% | -21.9% |
| 3M | -29.0% | +3.8% | -32.8% | -30.2% |
| 6M | -25.9% | +18.5% | -44.4% | -31.8% |
| YTD | +14.1% | +31.2% | -17.1% | -3.5% |
| 1Y | +21.7% | +61.8% | -40.2% | -10.8% |
| All | +21.7% | +63.0% | -41.4% | -10.8% |
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