+1,862.2%
JBL vs FN
+2,887.5%
-1,025.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.7% | -10.5% | -2.8% |
| 7D | -12.3% | 0.0% | -12.3% | -12.9% |
| 30D | -20.2% | -34.3% | +14.1% | -8.9% |
| 3M | -30.6% | -39.9% | +9.2% | -19.1% |
| 6M | -35.8% | -51.8% | +16.1% | -20.4% |
| YTD | +4.9% | -28.1% | +33.1% | +11.9% |
| 1Y | +11.3% | -29.1% | +40.4% | +18.6% |
| 3Y | +89.1% | +102.4% | -13.3% | +34.1% |
| 5Y | +272.1% | +171.7% | +100.4% | +132.3% |
| 10Y | +1,150.2% | +773.5% | +376.7% | +444.6% |
| All | +1,862.2% | +2,887.5% | -1,025.3% | +580.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling