+7,692.7%
EW vs JBL
+685.6%
+7,007.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | +4.9% | +6.3% | -1.4% | +4.0% |
| 30D | +23.9% | -13.5% | +37.4% | +26.1% |
| 3M | +15.8% | -31.3% | +47.1% | +21.1% |
| 6M | +31.7% | -28.4% | +60.1% | +36.2% |
| YTD | +25.7% | +11.6% | +14.1% | +21.7% |
| 1Y | +24.4% | +26.1% | -1.7% | +18.4% |
| 3Y | +65.9% | +97.4% | -31.5% | +45.2% |
| 5Y | -7.6% | +301.0% | -308.6% | -27.3% |
| 10Y | +253.2% | +1,151.1% | -897.9% | +137.3% |
| All | +7,692.7% | +685.6% | +7,007.1% | +4,293.5% |
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