+23.7%
JBL vs FRSH
+21.1%
+2.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.3% | +1.5% | -5.8% |
| 7D | -11.1% | -13.8% | +2.7% | -13.3% |
| 30D | -14.1% | +0.3% | -14.4% | -13.8% |
| 3M | -23.9% | +10.1% | -34.1% | -22.0% |
| 6M | -24.1% | +47.7% | -71.8% | -18.0% |
| YTD | +13.5% | +8.2% | +5.2% | +16.5% |
| 1Y | +23.7% | +21.4% | +2.3% | +25.4% |
| All | +23.7% | +21.1% | +2.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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