+23.4%
BA vs JBL
+1,176.2%
-1,152.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -0.6% | +10.0% | -10.5% | -5.3% |
| 30D | -8.0% | -18.2% | +10.2% | +0.5% |
| 3M | -25.8% | -29.0% | +3.2% | -14.0% |
| 6M | -27.6% | -25.9% | -1.7% | -19.6% |
| YTD | -21.0% | +14.1% | -35.1% | -32.3% |
| 1Y | -12.3% | +21.7% | -33.9% | -27.8% |
| 3Y | -12.8% | +103.8% | -116.6% | -51.9% |
| 5Y | -22.4% | +310.0% | -332.4% | -75.2% |
| All | +23.4% | +1,176.2% | -1,152.9% | -80.1% |
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 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