+388.3%
JBL vs FLR
+230.6%
+157.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -2.0% |
| 7D | -1.0% | -6.9% | +5.8% | +1.3% |
| 30D | -15.1% | +1.1% | -16.2% | -15.5% |
| 3M | -14.0% | +14.3% | -28.4% | -18.4% |
| 6M | +20.6% | +19.1% | +1.5% | +12.4% |
| YTD | +32.9% | +35.1% | -2.2% | +18.7% |
| 1Y | +40.5% | +29.5% | +11.1% | +26.8% |
| 3Y | +183.7% | +53.0% | +130.7% | +130.8% |
| 5Y | +388.3% | +238.9% | +149.4% | +219.1% |
| All | +388.3% | +230.6% | +157.8% | +219.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling