+26.6%
BA vs JBL
+1,127.6%
-1,101.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | 0.0% | -8.1% | +8.1% | +3.8% |
| 30D | -8.9% | -18.4% | +9.5% | -0.5% |
| 3M | -25.5% | -25.8% | +0.3% | -15.7% |
| 6M | -27.0% | -29.6% | +2.7% | -16.8% |
| YTD | -20.1% | +9.6% | -29.8% | -30.2% |
| 1Y | -11.0% | +14.1% | -25.1% | -24.3% |
| 3Y | -11.8% | +95.9% | -107.7% | -50.4% |
| 5Y | -20.6% | +298.3% | -319.0% | -74.3% |
| 10Y | +26.6% | +1,150.1% | -1,123.5% | -79.2% |
| All | +26.6% | +1,127.6% | -1,101.0% | -79.2% |
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