+55.2%
EWT vs JBL
+20.8%
+34.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | +0.9% |
| 7D | -10.9% | -11.1% | +0.2% | -6.2% |
| 30D | -17.7% | -14.1% | -3.6% | -12.3% |
| 3M | -5.0% | -23.9% | +18.9% | +6.0% |
| 6M | +7.4% | -24.1% | +31.5% | +19.4% |
| YTD | +52.8% | +13.5% | +39.3% | +47.9% |
| 1Y | +55.2% | +23.7% | +31.5% | +45.8% |
| All | +55.2% | +20.8% | +34.4% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling