+169.7%
EXE vs JBL
+621.8%
-452.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.2% | -3.0% |
| 7D | -3.1% | +2.4% | -5.6% | -3.6% |
| 30D | -0.9% | -13.1% | +12.2% | +1.5% |
| 3M | +9.6% | -15.6% | +25.1% | +12.4% |
| 6M | -11.6% | +24.6% | -36.2% | -17.7% |
| YTD | -12.6% | +39.6% | -52.2% | -21.2% |
| 1Y | +1.2% | +48.6% | -47.4% | -10.9% |
| 3Y | +18.0% | +197.3% | -179.2% | -19.2% |
| 5Y | +101.1% | +413.0% | -311.9% | +9.7% |
| All | +169.7% | +621.8% | -452.1% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling