+406.7%
BNY vs JBL
+1,558.3%
-1,151.6%
-50.5%
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% | -1.6% |
| 7D | -1.3% | +2.4% | -3.7% | -2.2% |
| 30D | -0.2% | -13.1% | +12.9% | +4.2% |
| 3M | +14.9% | -15.6% | +30.5% | +20.2% |
| 6M | +40.0% | +24.6% | +15.4% | +26.7% |
| YTD | +42.0% | +39.6% | +2.4% | +22.8% |
| 1Y | +56.9% | +48.6% | +8.2% | +31.5% |
| 3Y | +289.9% | +197.3% | +92.6% | +135.9% |
| 5Y | +259.2% | +413.0% | -153.8% | +67.7% |
| All | +406.7% | +1,558.3% | -1,151.6% | +55.3% |
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