+1,250.3%
EWY vs JBL
+1,136.0%
+114.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +6.7% | +4.0% | +2.7% | +5.4% |
| 30D | +17.0% | -7.5% | +24.4% | +19.9% |
| 3M | +3.7% | -14.1% | +17.7% | +9.3% |
| 6M | +42.5% | +25.9% | +16.6% | +34.2% |
| YTD | +96.2% | +36.7% | +59.6% | +80.0% |
| 1Y | +160.4% | +49.0% | +111.4% | +131.5% |
| 3Y | +231.7% | +191.8% | +39.9% | +130.0% |
| 5Y | +153.3% | +409.8% | -256.5% | +45.5% |
| 10Y | +308.8% | +1,509.2% | -1,200.4% | +58.4% |
| All | +1,250.3% | +1,136.0% | +114.4% | +271.7% |
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