+1,890.2%
JBL vs USFR
+27.6%
+1,862.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | -8.4% | +0.3% | -8.8% | -8.5% |
| 3M | -14.2% | +1.0% | -15.1% | -14.4% |
| 6M | +29.6% | +1.9% | +27.7% | +28.8% |
| YTD | +37.1% | +2.7% | +34.4% | +35.8% |
| 1Y | +49.5% | +4.0% | +45.5% | +47.4% |
| 3Y | +192.7% | +14.0% | +178.6% | +179.0% |
| 5Y | +411.3% | +20.4% | +390.9% | +377.8% |
| 10Y | +1,447.6% | +28.1% | +1,419.6% | +1,324.5% |
| All | +1,890.2% | +27.6% | +1,862.6% | +1,724.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling