+72.3%
BAC vs JBL
+411.7%
-339.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +1.2% | +4.4% | -3.3% | 0.0% |
| 30D | -0.7% | -8.4% | +7.7% | +1.3% |
| 3M | +16.9% | -14.2% | +31.1% | +20.6% |
| 6M | +29.6% | +29.6% | 0.0% | +17.0% |
| YTD | +15.3% | +37.1% | -21.8% | +1.7% |
| 1Y | +28.8% | +49.5% | -20.7% | +9.6% |
| 3Y | +136.4% | +192.7% | -56.3% | +51.7% |
| All | +72.3% | +411.7% | -339.4% | -17.8% |
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