+214.5%
BAC vs JBL
+1,176.2%
-961.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +1.5% | +10.0% | -8.5% | -2.2% |
| 30D | -6.4% | -18.2% | +11.8% | +0.6% |
| 3M | -21.7% | -29.0% | +7.3% | -11.8% |
| 6M | +0.5% | -25.9% | +26.4% | +9.5% |
| YTD | -6.7% | +14.1% | -20.8% | -16.9% |
| 1Y | -4.7% | +21.7% | -26.3% | -17.7% |
| 3Y | +96.1% | +103.8% | -7.8% | +25.2% |
| 5Y | +21.7% | +310.0% | -288.3% | -48.3% |
| All | +214.5% | +1,176.2% | -961.8% | -21.7% |
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