+39.7%
EXC vs JBL
+310.5%
-270.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.5% | +0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +8.3% | -17.0% | +25.3% | +8.3% |
| 3M | +2.6% | -27.4% | +30.0% | +2.7% |
| 6M | +5.2% | -29.1% | +34.3% | +5.3% |
| YTD | +7.5% | +13.6% | -6.1% | +6.5% |
| 1Y | +3.2% | +22.8% | -19.6% | +1.9% |
| 3Y | +29.5% | +103.0% | -73.5% | +23.9% |
| 5Y | +39.7% | +307.4% | -267.7% | +13.6% |
| All | +39.7% | +310.5% | -270.8% | +13.6% |
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