+2,353.8%
ELV vs JBL
+1,790.3%
+563.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -2.2% | +4.0% | -6.2% | -2.9% |
| 30D | -0.2% | -7.5% | +7.3% | +1.0% |
| 3M | -6.1% | -14.1% | +8.0% | -4.1% |
| 6M | +42.8% | +25.9% | +16.9% | +34.5% |
| YTD | +14.4% | +36.7% | -22.3% | +5.6% |
| 1Y | +28.6% | +49.0% | -20.4% | +16.1% |
| 3Y | -7.4% | +191.8% | -199.2% | -30.0% |
| 5Y | +14.5% | +409.8% | -395.3% | -24.6% |
| 10Y | +257.4% | +1,509.2% | -1,251.8% | +80.7% |
| All | +2,353.8% | +1,790.3% | +563.5% | +852.9% |
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