+202.3%
ECL vs JBL
+1,148.2%
-946.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.2% |
| 7D | +2.9% | +6.3% | -3.5% | +1.2% |
| 30D | +7.5% | -13.5% | +21.0% | +11.1% |
| 3M | +12.2% | -31.3% | +43.6% | +22.4% |
| 6M | +24.6% | -28.4% | +53.0% | +32.8% |
| YTD | +18.8% | +11.6% | +7.2% | +10.1% |
| 1Y | +19.3% | +26.1% | -6.8% | +6.5% |
| 3Y | +78.2% | +97.4% | -19.2% | +29.0% |
| 5Y | +38.8% | +301.0% | -262.2% | -26.5% |
| All | +202.3% | +1,148.2% | -946.0% | +8.4% |
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