+668.0%
BE vs JBL
+827.8%
-159.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.0% |
| 7D | +10.8% | +6.3% | +4.5% | +5.7% |
| 30D | -19.8% | -13.5% | -6.3% | -7.4% |
| 3M | -18.7% | -31.3% | +12.6% | +13.9% |
| 6M | -33.7% | -28.4% | -5.3% | -7.7% |
| YTD | +121.0% | +11.6% | +109.4% | +116.2% |
| 1Y | +85.4% | +26.1% | +59.3% | +65.8% |
| 3Y | +1,709.5% | +97.4% | +1,612.2% | +962.2% |
| 5Y | +462.2% | +301.0% | +161.2% | +67.5% |
| All | +668.0% | +827.8% | -159.8% | +2.5% |
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