+1,525.1%
JBL vs FLR
+19.7%
+1,505.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +4.7% |
| 7D | +2.4% | -3.5% | +5.9% | +3.4% |
| 30D | -13.1% | +4.2% | -17.3% | -14.1% |
| 3M | -15.6% | +8.1% | -23.7% | -17.8% |
| 6M | +24.6% | +21.5% | +3.0% | +17.2% |
| YTD | +39.6% | +36.8% | +2.8% | +27.0% |
| 1Y | +48.6% | +31.2% | +17.4% | +36.4% |
| 3Y | +197.3% | +53.9% | +143.4% | +153.0% |
| 5Y | +413.0% | +243.0% | +169.9% | +246.9% |
| All | +1,525.1% | +19.7% | +1,505.3% | +1,045.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling