+45.7%
EXC vs JBL
+410.1%
-364.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.3% | +4.0% | -3.7% | +0.3% |
| 30D | -0.9% | -7.5% | +6.6% | -0.8% |
| 3M | -2.7% | -14.1% | +11.4% | -2.6% |
| 6M | -9.4% | +25.9% | -35.3% | -10.0% |
| YTD | +3.0% | +36.7% | -33.6% | +2.0% |
| 1Y | +5.1% | +49.0% | -43.9% | +3.8% |
| 3Y | +20.6% | +191.8% | -171.2% | +12.7% |
| 5Y | +45.7% | +409.8% | -364.1% | +19.7% |
| All | +45.7% | +410.1% | -364.4% | +19.7% |
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