+8.1%
EWZ vs JBL
+20.8%
-12.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.5% | +2.3% |
| 7D | -4.1% | -11.1% | +7.1% | -2.4% |
| 30D | -25.0% | -14.1% | -10.9% | -23.4% |
| 3M | -10.6% | -23.9% | +13.3% | -7.2% |
| 6M | -16.6% | -24.1% | +7.5% | -14.4% |
| YTD | +2.5% | +13.5% | -11.0% | -5.6% |
| 1Y | +8.1% | +23.7% | -15.7% | -2.8% |
| All | +8.1% | +20.8% | -12.7% | -2.8% |
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