+911.5%
BE vs JBL
+1,033.3%
-121.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.8% | +6.1% |
| 7D | +20.0% | +3.0% | +16.9% | +17.0% |
| 30D | +7.9% | -8.3% | +16.2% | +16.1% |
| 3M | -13.2% | -16.9% | +3.7% | +4.1% |
| 6M | +53.5% | +21.8% | +31.7% | +36.4% |
| YTD | +191.0% | +36.3% | +154.7% | +136.1% |
| 1Y | +360.5% | +49.5% | +311.0% | +256.3% |
| 3Y | +1,568.0% | +170.6% | +1,397.4% | +608.2% |
| 5Y | +1,055.2% | +408.4% | +646.8% | +174.7% |
| All | +911.5% | +1,033.3% | -121.8% | +12.0% |
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