+1,605.2%
JBL vs FIVE
+868.1%
+737.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | 0.0% |
| 7D | +3.0% | +4.3% | -1.2% | +1.8% |
| 30D | -8.3% | +12.5% | -20.8% | -11.7% |
| 3M | -16.9% | +31.2% | -48.1% | -23.7% |
| 6M | +21.8% | +14.4% | +7.4% | +15.7% |
| YTD | +36.3% | +33.9% | +2.4% | +23.8% |
| 1Y | +49.5% | +65.1% | -15.5% | +27.6% |
| 3Y | +170.6% | +49.0% | +121.7% | +121.4% |
| 5Y | +408.4% | +30.3% | +378.1% | +317.3% |
| 10Y | +1,450.4% | +481.1% | +969.3% | +768.6% |
| All | +1,605.2% | +868.1% | +737.0% | +791.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling