+590.1%
EWT vs JBL
+786.8%
-196.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | +1.6% | +4.4% | -2.8% | +0.4% |
| 30D | +8.2% | -8.4% | +16.6% | +10.7% |
| 3M | +11.1% | -14.2% | +25.2% | +15.6% |
| 6M | +60.4% | +29.6% | +30.8% | +49.0% |
| YTD | +75.6% | +37.1% | +38.5% | +60.1% |
| 1Y | +91.3% | +49.5% | +41.8% | +69.7% |
| 3Y | +200.3% | +192.7% | +7.6% | +114.6% |
| 5Y | +156.4% | +411.3% | -255.0% | +55.3% |
| 10Y | +495.8% | +1,447.6% | -951.8% | +155.4% |
| All | +590.1% | +786.8% | -196.6% | +112.4% |
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