+164.3%
EWY vs JBL
+52.3%
+111.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.5% |
| 7D | +4.8% | +3.0% | +1.8% | +2.7% |
| 30D | +11.7% | -8.3% | +19.9% | +18.4% |
| 3M | -7.4% | -16.9% | +9.5% | +4.8% |
| 6M | +40.6% | +21.8% | +18.8% | +31.0% |
| YTD | +94.3% | +36.3% | +58.0% | +74.4% |
| 1Y | +164.3% | +49.5% | +114.8% | +129.4% |
| All | +164.3% | +52.3% | +111.9% | +129.4% |
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 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