+411.3%
JBL vs FIVE
+38.7%
+372.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.3% |
| 7D | +4.4% | +3.7% | +0.7% | +3.3% |
| 30D | -8.4% | +4.0% | -12.4% | -9.8% |
| 3M | -14.2% | +36.2% | -50.4% | -22.4% |
| 6M | +29.6% | +18.0% | +11.6% | +21.7% |
| YTD | +37.1% | +34.9% | +2.2% | +23.8% |
| 1Y | +49.5% | +67.9% | -18.4% | +26.2% |
| 3Y | +192.7% | +57.3% | +135.4% | +133.9% |
| 5Y | +411.3% | +39.5% | +371.8% | +310.2% |
| All | +411.3% | +38.7% | +372.7% | +310.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling