+83.6%
EEM vs JBL
+181.3%
-97.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.5% |
| 7D | -0.7% | -1.0% | +0.3% | -0.5% |
| 30D | +2.4% | -15.1% | +17.5% | +6.2% |
| 3M | +4.2% | -14.0% | +18.2% | +7.4% |
| 6M | +14.8% | +20.6% | -5.8% | +10.6% |
| YTD | +23.1% | +32.9% | -9.8% | +16.5% |
| 1Y | +32.5% | +40.5% | -8.0% | +23.8% |
| All | +83.6% | +181.3% | -97.6% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling