+706.7%
ETN vs JBL
+1,558.3%
-851.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.0% | -1.1% | +1.5% |
| 7D | +3.5% | +2.4% | +1.1% | +2.3% |
| 30D | -7.5% | -13.1% | +5.6% | -1.0% |
| 3M | +8.3% | -15.6% | +23.9% | +17.3% |
| 6M | +20.2% | +24.6% | -4.4% | +7.6% |
| YTD | +34.7% | +39.6% | -4.9% | +13.4% |
| 1Y | +19.4% | +48.6% | -29.2% | -3.0% |
| 3Y | +85.5% | +197.3% | -111.8% | +3.3% |
| 5Y | +186.6% | +413.0% | -226.4% | +18.0% |
| All | +706.7% | +1,558.3% | -851.7% | +89.5% |
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