+187.5%
JBL vs FIVE
+56.0%
+131.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.2% |
| 7D | +3.0% | +4.3% | -1.2% | +1.9% |
| 30D | -8.3% | +12.5% | -20.8% | -11.4% |
| 3M | -16.9% | +31.2% | -48.1% | -23.2% |
| 6M | +21.8% | +14.4% | +7.4% | +16.3% |
| YTD | +36.3% | +33.9% | +2.4% | +25.1% |
| 1Y | +49.5% | +65.1% | -15.5% | +30.0% |
| All | +187.5% | +56.0% | +131.5% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling