+21.3%
EXC vs JBL
+189.9%
-168.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | +1.2% | +4.4% | -3.2% | +1.5% |
| 30D | -2.7% | -8.4% | +5.7% | -3.2% |
| 3M | -1.0% | -14.2% | +13.2% | -1.6% |
| 6M | -9.3% | +29.6% | -38.9% | -7.7% |
| YTD | +3.6% | +37.1% | -33.5% | +5.7% |
| 1Y | +5.9% | +49.5% | -43.6% | +8.8% |
| 3Y | +21.3% | +192.7% | -171.4% | +32.1% |
| All | +21.3% | +189.9% | -168.6% | +32.1% |
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 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