+211.9%
B vs JBL
+1,455.1%
-1,243.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.0% | +4.0% | -3.0% | +0.5% |
| 30D | +9.5% | -7.5% | +17.0% | +10.5% |
| 3M | +14.3% | -14.1% | +28.4% | +16.2% |
| 6M | -1.9% | +25.9% | -27.8% | -4.9% |
| YTD | +4.1% | +36.7% | -32.6% | -0.2% |
| 1Y | +56.1% | +49.0% | +7.1% | +48.1% |
| 3Y | +202.0% | +191.8% | +10.2% | +161.3% |
| 5Y | +158.8% | +409.8% | -251.0% | +108.1% |
| 10Y | +211.9% | +1,509.2% | -1,297.3% | +114.9% |
| All | +211.9% | +1,455.1% | -1,243.2% | +114.9% |
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