+432.5%
EWZ vs JBL
+587.8%
-155.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +6.5% | +3.0% | +3.5% | +5.5% |
| 30D | +4.8% | -8.3% | +13.1% | +7.1% |
| 3M | +9.9% | -16.9% | +26.8% | +14.7% |
| 6M | +1.9% | +21.8% | -19.8% | -5.6% |
| YTD | +20.3% | +36.3% | -16.0% | +7.4% |
| 1Y | +35.6% | +49.5% | -13.9% | +16.9% |
| 3Y | +43.4% | +170.6% | -127.2% | -1.9% |
| 5Y | +55.9% | +408.4% | -352.4% | -13.9% |
| 10Y | +84.2% | +1,450.4% | -1,366.2% | -28.1% |
| All | +432.5% | +587.8% | -155.3% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling