+152.1%
ECL vs JBL
+1,478.7%
-1,326.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | +0.5% |
| 7D | -2.6% | -1.0% | -1.6% | -2.4% |
| 30D | -4.6% | -15.1% | +10.5% | -0.7% |
| 3M | +6.0% | -14.0% | +20.0% | +8.9% |
| 6M | -3.0% | +20.6% | -23.6% | -10.2% |
| YTD | +4.0% | +32.9% | -28.9% | -7.0% |
| 1Y | +2.0% | +40.5% | -38.5% | -11.1% |
| 3Y | +53.9% | +183.7% | -129.8% | -0.7% |
| 5Y | +27.1% | +388.3% | -361.2% | -35.5% |
| All | +152.1% | +1,478.7% | -1,326.6% | -14.8% |
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