+36.4%
EWZ vs JBL
+48.2%
-11.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +5.6% | +4.4% | +1.2% | +4.7% |
| 30D | +9.3% | -8.4% | +17.7% | +10.8% |
| 3M | +15.7% | -14.2% | +29.9% | +18.3% |
| 6M | +7.4% | +29.6% | -22.2% | -1.6% |
| YTD | +22.7% | +37.1% | -14.4% | +11.6% |
| 1Y | +36.4% | +49.5% | -13.1% | +21.0% |
| All | +36.4% | +48.2% | -11.8% | +21.0% |
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