+425.7%
META vs JBL
+1,188.5%
-762.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | +3.0% |
| 7D | +5.7% | -5.2% | +10.9% | +7.7% |
| 30D | -10.8% | -17.5% | +6.8% | -4.2% |
| 3M | +8.4% | -26.0% | +34.4% | +20.1% |
| 6M | +5.4% | -28.9% | +34.2% | +16.8% |
| YTD | -2.6% | +10.8% | -13.4% | -11.3% |
| 1Y | +3.5% | +18.3% | -14.8% | -8.7% |
| 3Y | +102.0% | +102.2% | -0.2% | +34.1% |
| 5Y | +93.1% | +303.2% | -210.1% | -7.8% |
| 10Y | +425.7% | +1,152.0% | -726.4% | +69.3% |
| All | +425.7% | +1,188.5% | -762.8% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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