+1,003.0%
BE vs JBL
+1,060.7%
-57.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.0% | +1.6% | +2.4% |
| 7D | +9.0% | +2.4% | +6.6% | +7.0% |
| 30D | +16.3% | -13.1% | +29.4% | +31.3% |
| 3M | +10.8% | -15.6% | +26.4% | +31.0% |
| 6M | +73.2% | +24.6% | +48.6% | +50.2% |
| YTD | +217.4% | +39.6% | +177.8% | +152.7% |
| 1Y | +309.8% | +48.6% | +261.2% | +217.6% |
| 3Y | +1,726.2% | +197.3% | +1,528.9% | +613.9% |
| 5Y | +1,306.2% | +413.0% | +893.2% | +232.8% |
| All | +1,003.0% | +1,060.7% | -57.7% | +19.8% |
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 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