+148.7%
EWY vs JBL
+409.3%
-260.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.8% | +1.1% |
| 7D | -0.1% | +2.4% | -2.5% | -1.1% |
| 30D | +7.3% | -13.1% | +20.4% | +13.8% |
| 3M | -5.1% | -15.6% | +10.4% | +1.7% |
| 6M | +42.1% | +24.6% | +17.5% | +33.9% |
| YTD | +94.1% | +39.6% | +54.5% | +76.3% |
| 1Y | +147.8% | +48.6% | +99.2% | +119.6% |
| 3Y | +222.9% | +197.3% | +25.7% | +116.5% |
| All | +148.7% | +409.3% | -260.6% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling