-29.4%
EW vs JBL
+410.1%
-439.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -5.1% | +4.0% | -9.1% | -5.8% |
| 30D | -6.4% | -7.5% | +1.1% | -5.3% |
| 3M | -1.6% | -14.1% | +12.5% | +0.4% |
| 6M | +2.3% | +25.9% | -23.6% | -4.2% |
| YTD | +1.1% | +36.7% | -35.6% | -7.3% |
| 1Y | +8.0% | +49.0% | -41.0% | -3.5% |
| 3Y | +16.3% | +191.8% | -175.4% | -17.3% |
| 5Y | -29.4% | +409.8% | -439.2% | -61.9% |
| All | -29.4% | +410.1% | -439.5% | -61.9% |
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