+191.0%
JBL vs FND
-50.0%
+241.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +4.0% | -0.8% | +4.8% | +4.2% |
| 30D | -7.5% | -19.6% | +12.1% | -2.2% |
| 3M | -14.1% | -4.3% | -9.7% | -14.1% |
| 6M | +25.9% | -20.4% | +46.3% | +31.4% |
| YTD | +36.7% | -21.9% | +58.5% | +42.3% |
| 1Y | +49.0% | -45.2% | +94.2% | +71.2% |
| All | +191.0% | -50.0% | +241.0% | +234.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling