-63.3%
BAX vs JBL
+310.5%
-373.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +6.3% | -17.0% | +23.3% | +8.9% |
| 3M | -4.6% | -27.4% | +22.8% | -0.6% |
| 6M | +50.4% | -29.1% | +79.5% | +56.1% |
| YTD | +38.0% | +13.6% | +24.4% | +31.1% |
| 1Y | +44.6% | +22.8% | +21.8% | +35.4% |
| 3Y | -15.1% | +103.0% | -118.1% | -28.8% |
| 5Y | -63.3% | +307.4% | -370.7% | -73.4% |
| All | -63.3% | +310.5% | -373.8% | -73.4% |
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