+153.8%
B vs JBL
+405.9%
-252.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | +2.3% | +4.4% | -2.1% | +1.6% |
| 30D | +1.4% | -8.4% | +9.8% | +2.6% |
| 3M | +12.2% | -14.2% | +26.4% | +14.4% |
| 6M | -2.1% | +29.6% | -31.7% | -5.9% |
| YTD | +2.9% | +37.1% | -34.1% | -1.8% |
| 1Y | +55.3% | +49.5% | +5.8% | +46.5% |
| 3Y | +198.7% | +192.7% | +6.0% | +156.0% |
| 5Y | +153.8% | +411.3% | -257.6% | +99.1% |
| All | +153.8% | +405.9% | -252.1% | +99.1% |
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