+1,440.8%
JBL vs FTI
+2,117.5%
-676.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.4% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | -8.4% | +12.3% | -20.8% | -12.6% |
| 3M | -14.2% | +13.8% | -27.9% | -18.8% |
| 6M | +29.6% | +24.3% | +5.3% | +18.2% |
| YTD | +37.1% | +75.8% | -38.7% | +9.4% |
| 1Y | +49.5% | +99.6% | -50.1% | +13.1% |
| 3Y | +192.7% | +278.4% | -85.7% | +66.4% |
| 5Y | +411.3% | +1,168.7% | -757.3% | +63.0% |
| 10Y | +1,447.6% | +297.5% | +1,150.1% | +540.3% |
| All | +1,440.8% | +2,117.5% | -676.6% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling