+375.1%
META vs JBL
+1,439.8%
-1,064.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +6.0% | +4.4% | +1.6% | +4.3% |
| 30D | +3.6% | -8.4% | +12.1% | +6.8% |
| 3M | +4.9% | -14.2% | +19.1% | +9.5% |
| 6M | -4.7% | +29.6% | -34.3% | -16.7% |
| YTD | -6.9% | +37.1% | -44.0% | -21.1% |
| 1Y | -18.2% | +49.5% | -67.7% | -33.9% |
| 3Y | +107.8% | +192.7% | -84.9% | +18.6% |
| 5Y | +63.9% | +411.3% | -347.4% | -27.7% |
| 10Y | +375.1% | +1,447.6% | -1,072.5% | +37.8% |
| All | +375.1% | +1,439.8% | -1,064.7% | +37.8% |
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