+136.4%
BAC vs JBL
+189.9%
-53.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +1.2% | +4.4% | -3.3% | +0.3% |
| 30D | -0.7% | -8.4% | +7.7% | +0.8% |
| 3M | +16.9% | -14.2% | +31.1% | +19.7% |
| 6M | +29.6% | +29.6% | 0.0% | +19.7% |
| YTD | +15.3% | +37.1% | -21.8% | +4.8% |
| 1Y | +28.8% | +49.5% | -20.7% | +13.9% |
| 3Y | +136.4% | +192.7% | -56.3% | +76.7% |
| All | +136.4% | +189.9% | -53.5% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling