+195.6%
EQT vs JBL
+384.9%
-189.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.3% |
| 7D | -1.2% | -1.0% | -0.1% | -0.9% |
| 30D | +1.1% | -15.1% | +16.2% | +4.8% |
| 3M | +4.8% | -14.0% | +18.8% | +7.5% |
| 6M | -10.6% | +20.6% | -31.2% | -17.7% |
| YTD | +3.4% | +32.9% | -29.5% | -8.1% |
| 1Y | +8.7% | +40.5% | -31.9% | -6.1% |
| 3Y | +35.0% | +183.7% | -148.8% | -14.7% |
| All | +195.6% | +384.9% | -189.3% | +40.4% |
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