+49.5%
EWZ vs JBL
+181.2%
-131.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | +6.5% | +3.0% | +3.5% | +6.0% |
| 30D | +4.8% | -8.3% | +13.1% | +6.0% |
| 3M | +9.9% | -16.9% | +26.8% | +12.3% |
| 6M | +1.9% | +21.8% | -19.8% | -2.1% |
| YTD | +20.3% | +36.3% | -16.0% | +13.8% |
| 1Y | +35.6% | +49.5% | -13.9% | +26.4% |
| All | +49.5% | +181.2% | -131.7% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling