+48.6%
JBL vs FND
-45.3%
+93.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.8% |
| 7D | +2.4% | -5.8% | +8.2% | +3.7% |
| 30D | -13.1% | -20.2% | +7.1% | -9.0% |
| 3M | -15.6% | -12.0% | -3.6% | -14.0% |
| 6M | +24.6% | -18.5% | +43.1% | +27.2% |
| YTD | +39.6% | -22.3% | +61.9% | +42.3% |
| 1Y | +48.6% | -47.6% | +96.3% | +72.0% |
| All | +48.6% | -45.3% | +93.9% | +72.0% |
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