+1,884.1%
EQT vs JBL
+41,567.8%
-39,683.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | -1.2% | -1.0% | -0.1% | -1.0% |
| 30D | +1.1% | -15.1% | +16.2% | +3.1% |
| 3M | +4.8% | -14.0% | +18.8% | +6.3% |
| 6M | -10.6% | +20.6% | -31.2% | -13.6% |
| YTD | +3.4% | +32.9% | -29.5% | -1.6% |
| 1Y | +8.7% | +40.5% | -31.9% | +2.3% |
| 3Y | +35.0% | +183.7% | -148.8% | +14.3% |
| 5Y | +204.2% | +388.3% | -184.1% | +139.8% |
| 10Y | +52.5% | +1,464.9% | -1,412.5% | +2.9% |
| All | +1,884.1% | +41,567.8% | -39,683.7% | +968.4% |
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 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