+513.6%
EWT vs JBL
+1,558.3%
-1,044.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.2% | +0.2% |
| 7D | -1.1% | +2.4% | -3.6% | -1.9% |
| 30D | +4.5% | -13.1% | +17.6% | +9.2% |
| 3M | +8.3% | -15.6% | +23.8% | +13.9% |
| 6M | +54.2% | +24.6% | +29.7% | +43.2% |
| YTD | +74.6% | +39.6% | +35.0% | +56.0% |
| 1Y | +84.9% | +48.6% | +36.3% | +61.1% |
| 3Y | +197.5% | +197.3% | +0.3% | +99.5% |
| 5Y | +150.6% | +413.0% | -262.4% | +36.9% |
| All | +513.6% | +1,558.3% | -1,044.7% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling