+57.8%
EWZ vs JBL
+270.2%
-212.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -1.5% | -12.3% | +10.9% | +0.9% |
| 30D | -24.5% | -20.2% | -4.4% | -21.4% |
| 3M | -10.7% | -30.6% | +19.9% | -5.0% |
| 6M | -19.1% | -35.8% | +16.7% | -13.0% |
| YTD | +1.6% | +4.9% | -3.3% | -2.2% |
| 1Y | +4.3% | +11.3% | -7.0% | -1.1% |
| 3Y | +19.0% | +89.1% | -70.1% | -3.1% |
| All | +57.8% | +270.2% | -212.4% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling