+1,152.0%
JBL vs FN
+837.6%
+314.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +11.9% | -6.2% | +0.8% |
| 7D | -5.2% | +16.3% | -21.5% | -11.7% |
| 30D | -17.5% | -24.7% | +7.2% | -8.8% |
| 3M | -26.0% | -34.9% | +9.0% | -14.0% |
| 6M | -28.9% | -41.1% | +12.2% | -15.7% |
| YTD | +10.8% | -19.6% | +30.5% | +12.9% |
| 1Y | +18.3% | -18.5% | +36.8% | +19.1% |
| 3Y | +102.2% | +119.1% | -16.9% | +22.6% |
| 5Y | +303.2% | +206.9% | +96.3% | +99.1% |
| 10Y | +1,152.0% | +826.4% | +325.6% | +295.4% |
| All | +1,152.0% | +837.6% | +314.4% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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