+63.8%
EW vs JBL
+104.6%
-40.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +4.9% | +10.0% | -5.0% | +4.2% |
| 30D | +24.1% | -18.2% | +42.3% | +26.0% |
| 3M | +13.7% | -29.0% | +42.7% | +16.8% |
| 6M | +32.7% | -25.9% | +58.6% | +35.2% |
| YTD | +24.1% | +14.1% | +10.0% | +19.4% |
| 1Y | +23.6% | +21.7% | +2.0% | +17.9% |
| All | +63.8% | +104.6% | -40.8% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling