+11,304.6%
ETN vs JBL
+42,747.1%
-31,442.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +6.2% | +4.0% | +2.2% | +5.5% |
| 30D | -6.7% | -7.5% | +0.8% | -5.3% |
| 3M | +3.6% | -14.1% | +17.7% | +6.7% |
| 6M | +18.3% | +25.9% | -7.6% | +13.6% |
| YTD | +31.5% | +36.7% | -5.2% | +24.1% |
| 1Y | +20.6% | +49.0% | -28.4% | +11.9% |
| 3Y | +82.5% | +191.8% | -109.2% | +49.2% |
| 5Y | +177.8% | +409.8% | -232.0% | +105.4% |
| 10Y | +705.0% | +1,509.2% | -804.2% | +392.1% |
| All | +11,304.6% | +42,747.1% | -31,442.5% | +5,318.2% |
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