+23.7%
JBL vs FND
-10.3%
+34.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +10.9% | -15.8% | -6.6% |
| 7D | -11.1% | +12.3% | -23.5% | -13.0% |
| 30D | -14.1% | +14.7% | -28.8% | -16.3% |
| 3M | -23.9% | -12.0% | -11.9% | -21.8% |
| 6M | -24.1% | +10.8% | -34.9% | -27.0% |
| YTD | +13.5% | -12.3% | +25.8% | +12.0% |
| 1Y | +23.7% | -13.4% | +37.1% | +21.9% |
| All | +23.7% | -10.3% | +34.0% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling