+9,045.2%
ECL vs JBL
+42,637.0%
-33,591.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -2.6% | +3.0% | -5.6% | -3.0% |
| 30D | -2.2% | -8.3% | +6.1% | -1.3% |
| 3M | +10.1% | -16.9% | +27.0% | +11.9% |
| 6M | -5.7% | +21.8% | -27.5% | -8.6% |
| YTD | +7.0% | +36.3% | -29.3% | +2.1% |
| 1Y | +2.7% | +49.5% | -46.8% | -3.4% |
| 3Y | +57.7% | +170.6% | -112.9% | +35.5% |
| 5Y | +31.1% | +408.4% | -377.2% | +4.1% |
| 10Y | +150.9% | +1,450.4% | -1,299.5% | +74.5% |
| All | +9,045.2% | +42,637.0% | -33,591.9% | +5,274.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling