+1,023.2%
JBL vs FLR
+609.6%
+413.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.3% |
| 7D | +4.4% | +0.7% | +3.8% | +4.1% |
| 30D | -8.4% | -0.7% | -7.8% | -8.4% |
| 3M | -14.2% | +14.3% | -28.5% | -18.9% |
| 6M | +29.6% | +25.6% | +4.0% | +17.7% |
| YTD | +37.1% | +42.9% | -5.8% | +18.4% |
| 1Y | +49.5% | +38.7% | +10.8% | +30.0% |
| 3Y | +192.7% | +61.8% | +130.9% | +128.0% |
| 5Y | +411.3% | +254.1% | +157.3% | +182.8% |
| 10Y | +1,447.6% | +20.0% | +1,427.6% | +871.6% |
| All | +1,023.2% | +609.6% | +413.6% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling