+25.3%
BIL vs JBL
+1,558.3%
-1,533.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | 0.0% |
| 7D | +0.1% | +2.4% | -2.4% | +0.1% |
| 30D | +0.3% | -13.1% | +13.4% | +0.3% |
| 3M | +0.9% | -15.6% | +16.5% | +0.9% |
| 6M | +1.8% | +24.6% | -22.7% | +1.8% |
| YTD | +2.5% | +39.6% | -37.1% | +2.5% |
| 1Y | +3.7% | +48.6% | -44.9% | +3.7% |
| 3Y | +14.1% | +197.3% | -183.1% | +14.1% |
| 5Y | +19.5% | +413.0% | -393.5% | +19.5% |
| All | +25.3% | +1,558.3% | -1,533.0% | +25.5% |
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