+310.0%
JBL vs FN
+194.5%
+115.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +2.0% |
| 7D | +10.0% | +20.8% | -10.8% | +1.7% |
| 30D | -18.2% | -17.3% | -0.9% | -13.0% |
| 3M | -29.0% | -38.1% | +9.1% | -16.3% |
| 6M | -25.9% | -44.2% | +18.4% | -11.1% |
| YTD | +14.1% | -22.3% | +36.4% | +18.1% |
| 1Y | +21.7% | -20.9% | +42.6% | +24.4% |
| 3Y | +103.8% | +111.1% | -7.2% | +31.5% |
| 5Y | +310.0% | +191.8% | +118.2% | +105.9% |
| All | +310.0% | +194.5% | +115.5% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling