+117.8%
EW vs JBL
+1,558.3%
-1,440.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.0% | -7.8% | -4.0% |
| 7D | -6.2% | +2.4% | -8.6% | -6.8% |
| 30D | -9.3% | -13.1% | +3.8% | -6.3% |
| 3M | -1.6% | -15.6% | +14.0% | +1.6% |
| 6M | -0.8% | +24.6% | -25.4% | -8.8% |
| YTD | -1.0% | +39.6% | -40.6% | -12.3% |
| 1Y | +8.2% | +48.6% | -40.5% | -6.7% |
| 3Y | +12.7% | +197.3% | -184.6% | -25.9% |
| 5Y | -30.2% | +413.0% | -443.2% | -63.2% |
| All | +117.8% | +1,558.3% | -1,440.5% | -24.7% |
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