-8.8%
EW vs JBL
+307.7%
-316.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +4.9% | +10.0% | -5.0% | +3.3% |
| 30D | +24.1% | -18.2% | +42.3% | +27.9% |
| 3M | +13.7% | -29.0% | +42.7% | +19.7% |
| 6M | +32.7% | -25.9% | +58.6% | +37.6% |
| YTD | +24.1% | +14.1% | +10.0% | +16.5% |
| 1Y | +23.6% | +21.7% | +2.0% | +14.2% |
| 3Y | +64.8% | +103.8% | -39.1% | +28.1% |
| 5Y | -8.8% | +310.0% | -318.8% | -49.7% |
| All | -8.8% | +307.7% | -316.5% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling