+104.9%
EXE vs JBL
+404.5%
-299.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.7% | +4.0% | -6.7% | -3.4% |
| 30D | -0.4% | -7.5% | +7.1% | +0.8% |
| 3M | +9.5% | -14.1% | +23.5% | +11.8% |
| 6M | -9.3% | +25.9% | -35.2% | -15.8% |
| YTD | -10.9% | +36.7% | -47.6% | -19.2% |
| 1Y | +4.3% | +49.0% | -44.7% | -8.2% |
| 3Y | +18.8% | +191.8% | -173.0% | -18.3% |
| All | +104.9% | +404.5% | -299.6% | +11.3% |
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