+1,218.2%
BE vs JBL
+390.6%
+827.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.3% | -1.7% |
| 7D | +9.7% | -1.0% | +10.8% | +10.8% |
| 30D | +22.4% | -15.1% | +37.5% | +40.4% |
| 3M | +10.4% | -14.0% | +24.4% | +27.8% |
| 6M | +67.9% | +20.6% | +47.2% | +52.1% |
| YTD | +197.5% | +32.9% | +164.6% | +153.0% |
| 1Y | +310.6% | +40.5% | +270.0% | +242.6% |
| 3Y | +1,657.2% | +183.7% | +1,473.5% | +706.7% |
| 5Y | +1,218.2% | +388.3% | +829.8% | +252.1% |
| All | +1,218.2% | +390.6% | +827.6% | +252.1% |
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