+1,489.1%
EXC vs JBL
+42,637.0%
-41,148.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | +0.3% | +3.0% | -2.7% | +0.1% |
| 30D | -3.7% | -8.3% | +4.5% | -3.2% |
| 3M | -1.3% | -16.9% | +15.6% | -0.3% |
| 6M | -9.7% | +21.8% | -31.5% | -11.4% |
| YTD | +2.9% | +36.3% | -33.4% | 0.0% |
| 1Y | +4.4% | +49.5% | -45.1% | +0.6% |
| 3Y | +22.2% | +170.6% | -148.4% | +11.1% |
| 5Y | +46.7% | +408.4% | -361.7% | +26.4% |
| 10Y | +155.3% | +1,450.4% | -1,295.0% | +102.3% |
| All | +1,489.1% | +42,637.0% | -41,148.0% | +1,032.1% |
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