+4.1%
EWZ vs JBL
+15.6%
-11.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.7% | +1.2% |
| 7D | +1.4% | -5.2% | +6.6% | +2.0% |
| 30D | -25.1% | -17.5% | -7.6% | -23.1% |
| 3M | -7.7% | -26.0% | +18.2% | -3.9% |
| 6M | -15.8% | -28.9% | +13.0% | -12.4% |
| YTD | +3.6% | +10.8% | -7.2% | -3.8% |
| All | +4.1% | +15.6% | -11.5% | -4.1% |
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