+197.3%
JBL vs FLR
+54.2%
+143.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +4.6% |
| 7D | +2.4% | -3.5% | +5.9% | +3.8% |
| 30D | -13.1% | +4.2% | -17.3% | -14.5% |
| 3M | -15.6% | +8.1% | -23.7% | -18.8% |
| 6M | +24.6% | +21.5% | +3.0% | +14.1% |
| YTD | +39.6% | +36.8% | +2.8% | +22.3% |
| 1Y | +48.6% | +31.2% | +17.4% | +31.6% |
| 3Y | +197.3% | +53.9% | +143.4% | +129.5% |
| All | +197.3% | +54.2% | +143.1% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling