+48.6%
JBL vs FTI
+89.7%
-41.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.6% |
| 7D | +2.4% | -4.4% | +6.8% | +4.4% |
| 30D | -13.1% | +1.5% | -14.6% | -13.5% |
| 3M | -15.6% | +8.2% | -23.8% | -18.4% |
| 6M | +24.6% | +18.8% | +5.7% | +13.3% |
| YTD | +39.6% | +71.7% | -32.1% | +9.9% |
| 1Y | +48.6% | +90.0% | -41.4% | +11.4% |
| All | +48.6% | +89.7% | -41.1% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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