+23.1%
ECL vs JBL
+20.8%
+2.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.8% | +8.2% | +3.5% |
| 7D | +7.7% | -11.1% | +18.9% | +8.1% |
| 30D | +13.7% | -14.1% | +27.8% | +14.2% |
| 3M | +11.6% | -23.9% | +35.5% | +12.3% |
| 6M | +23.9% | -24.1% | +48.0% | +24.3% |
| YTD | +21.0% | +13.5% | +7.5% | +17.0% |
| 1Y | +23.1% | +23.7% | -0.6% | +18.3% |
| All | +23.1% | +20.8% | +2.3% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling