+183.0%
JBL vs FTI
+264.2%
-81.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.7% |
| 7D | -1.0% | -5.6% | +4.6% | +1.1% |
| 30D | -15.1% | +0.4% | -15.5% | -15.1% |
| 3M | -14.0% | +8.1% | -22.2% | -16.7% |
| 6M | +20.6% | +16.7% | +3.9% | +13.3% |
| YTD | +32.9% | +70.0% | -37.1% | +9.5% |
| 1Y | +40.5% | +85.4% | -44.9% | +12.1% |
| All | +183.0% | +264.2% | -81.2% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling