+81.9%
META vs JBL
+270.2%
-188.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.4% |
| 7D | -0.8% | -12.3% | +11.5% | +4.3% |
| 30D | -15.4% | -20.2% | +4.8% | -7.9% |
| 3M | +3.5% | -30.6% | +34.1% | +18.0% |
| 6M | -0.3% | -35.8% | +35.5% | +15.5% |
| YTD | -7.3% | +4.9% | -12.3% | -15.3% |
| 1Y | -1.1% | +11.3% | -12.4% | -12.6% |
| 3Y | +95.1% | +89.1% | +6.0% | +21.9% |
| All | +81.9% | +270.2% | -188.3% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling