+707.7%
BE vs JBL
+848.6%
-140.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.0% |
| 7D | +20.5% | +10.0% | +10.6% | +11.7% |
| 30D | -23.4% | -18.2% | -5.1% | -7.1% |
| 3M | -14.9% | -29.0% | +14.1% | +15.8% |
| 6M | -28.1% | -25.9% | -2.2% | -2.8% |
| YTD | +132.4% | +14.1% | +118.3% | +122.9% |
| 1Y | +59.4% | +21.7% | +37.7% | +47.4% |
| 3Y | +1,815.8% | +103.8% | +1,712.0% | +992.8% |
| 5Y | +491.3% | +310.0% | +181.3% | +72.7% |
| All | +707.7% | +848.6% | -140.9% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling