+280.4%
EMR vs JBL
+1,148.2%
-867.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.0% |
| 7D | +2.8% | +6.3% | -3.5% | +0.1% |
| 30D | +3.7% | -13.5% | +17.2% | +9.9% |
| 3M | +2.0% | -31.3% | +33.4% | +18.5% |
| 6M | +22.1% | -28.4% | +50.5% | +37.7% |
| YTD | +27.2% | +11.6% | +15.6% | +16.6% |
| 1Y | +32.0% | +26.1% | +5.9% | +14.5% |
| 3Y | +103.3% | +97.4% | +5.9% | +35.5% |
| 5Y | +88.2% | +301.0% | -212.8% | -15.7% |
| All | +280.4% | +1,148.2% | -867.8% | +1.8% |
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