+815.9%
JBL vs FND
+57.9%
+758.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.5% |
| 7D | +6.3% | -6.8% | +13.2% | +8.7% |
| 30D | -13.5% | +8.0% | -21.5% | -16.2% |
| 3M | -31.3% | -18.9% | -12.4% | -27.4% |
| 6M | -28.4% | +4.7% | -33.1% | -31.2% |
| YTD | +11.6% | -21.6% | +33.2% | +16.2% |
| 1Y | +26.1% | -22.0% | +48.1% | +31.3% |
| 3Y | +97.4% | -40.4% | +137.8% | +113.8% |
| 5Y | +301.0% | -63.8% | +364.8% | +384.2% |
| All | +815.9% | +57.9% | +758.1% | +637.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling