+62.8%
META vs JBL
+405.9%
-343.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | +6.7% | +3.0% | +3.7% | +5.4% |
| 30D | +4.8% | -8.3% | +13.0% | +8.0% |
| 3M | -1.6% | -16.9% | +15.3% | +4.5% |
| 6M | -7.5% | +21.8% | -29.2% | -18.0% |
| YTD | -6.4% | +36.3% | -42.7% | -22.0% |
| 1Y | -17.3% | +49.5% | -66.9% | -35.0% |
| 3Y | +109.9% | +170.6% | -60.7% | +11.6% |
| All | +62.8% | +405.9% | -343.1% | -48.6% |
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