+178.5%
EXE vs JBL
+604.8%
-426.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -0.3% | +3.0% | -3.3% | -0.8% |
| 30D | +8.5% | -8.3% | +16.7% | +9.9% |
| 3M | +5.5% | -16.9% | +22.4% | +8.4% |
| 6M | -5.9% | +21.8% | -27.7% | -12.1% |
| YTD | -9.7% | +36.3% | -46.0% | -18.3% |
| 1Y | +3.6% | +49.5% | -45.9% | -9.1% |
| 3Y | +18.0% | +170.6% | -152.6% | -16.6% |
| 5Y | +109.4% | +408.4% | -299.0% | +14.3% |
| All | +178.5% | +604.8% | -426.3% | +41.5% |
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