+388.3%
JBL vs FTI
+1,109.5%
-721.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.0% |
| 7D | -1.0% | -5.6% | +4.6% | +0.6% |
| 30D | -15.1% | +0.4% | -15.5% | -15.1% |
| 3M | -14.0% | +8.1% | -22.2% | -16.1% |
| 6M | +20.6% | +16.7% | +3.9% | +15.2% |
| YTD | +32.9% | +70.0% | -37.1% | +15.0% |
| 1Y | +40.5% | +85.4% | -44.9% | +18.7% |
| 3Y | +183.7% | +265.9% | -82.2% | +100.6% |
| 5Y | +388.3% | +1,072.7% | -684.4% | +143.6% |
| All | +388.3% | +1,109.5% | -721.2% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling