+21.7%
ELV vs JBL
+409.3%
-387.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +5.3% |
| 7D | +2.8% | +2.4% | +0.3% | +2.6% |
| 30D | +4.9% | -13.1% | +18.0% | +5.8% |
| 3M | +4.9% | -15.6% | +20.5% | +5.8% |
| 6M | +45.1% | +24.6% | +20.5% | +41.3% |
| YTD | +20.7% | +39.6% | -18.9% | +16.3% |
| 1Y | +35.0% | +48.6% | -13.6% | +29.2% |
| 3Y | -2.4% | +197.3% | -199.7% | -16.2% |
| All | +21.7% | +409.3% | -387.7% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling