+1,525.1%
JBL vs USFR
+28.1%
+1,496.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +5.0% | +5.0% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -13.1% | +0.4% | -13.5% | -13.4% |
| 3M | -15.6% | +1.0% | -16.6% | -16.4% |
| 6M | +24.6% | +2.0% | +22.6% | +22.2% |
| YTD | +39.6% | +2.8% | +36.8% | +35.7% |
| 1Y | +48.6% | +4.1% | +44.5% | +42.3% |
| 3Y | +197.3% | +14.1% | +183.1% | +155.9% |
| 5Y | +413.0% | +20.6% | +392.4% | +312.4% |
| All | +1,525.1% | +28.1% | +1,496.9% | +1,170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling