+400.7%
JBL vs FN
+289.0%
+111.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.3% |
| 7D | +3.0% | -1.7% | +4.7% | +3.7% |
| 30D | -8.3% | -22.0% | +13.7% | +0.3% |
| 3M | -16.9% | -43.0% | +26.1% | +1.2% |
| 6M | +21.8% | -27.7% | +49.5% | +33.1% |
| YTD | +36.3% | -10.5% | +46.8% | +35.9% |
| 1Y | +49.5% | +12.5% | +37.0% | +36.0% |
| 3Y | +170.6% | +153.8% | +16.8% | +65.9% |
| All | +400.7% | +289.0% | +111.7% | +139.9% |
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