-35.6%
ELAN vs JBL
+1,019.1%
-1,054.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.7% | -0.5% |
| 7D | -5.4% | +2.4% | -7.8% | -6.3% |
| 30D | +4.7% | -13.1% | +17.8% | +9.8% |
| 3M | -3.7% | -15.6% | +11.9% | +0.9% |
| 6M | -1.2% | +24.6% | -25.8% | -10.8% |
| YTD | +2.4% | +39.6% | -37.2% | -12.0% |
| 1Y | +23.4% | +48.6% | -25.2% | +2.1% |
| 3Y | +96.7% | +197.3% | -100.6% | +14.9% |
| 5Y | -30.6% | +413.0% | -443.6% | -69.1% |
| All | -35.6% | +1,019.1% | -1,054.8% | -82.0% |
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 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