+388.3%
JBL vs FTV
-3.0%
+391.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -1.2% |
| 7D | -1.0% | -5.2% | +4.2% | +2.6% |
| 30D | -15.1% | -11.5% | -3.6% | -7.8% |
| 3M | -14.0% | -9.0% | -5.0% | -9.2% |
| 6M | +20.6% | -2.0% | +22.6% | +20.4% |
| YTD | +32.9% | -0.9% | +33.8% | +29.6% |
| 1Y | +40.5% | +14.8% | +25.7% | +21.7% |
| 3Y | +183.7% | -5.5% | +189.3% | +182.4% |
| 5Y | +388.3% | -1.9% | +390.2% | +350.3% |
| All | +388.3% | -3.0% | +391.3% | +350.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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