+153.4%
EXE vs JBL
+477.0%
-323.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.2% |
| 7D | +5.3% | +6.3% | -1.0% | +4.1% |
| 30D | -2.2% | -13.5% | +11.3% | +0.2% |
| 3M | -5.9% | -31.3% | +25.5% | +0.1% |
| 6M | -5.7% | -28.4% | +22.7% | -1.2% |
| YTD | -17.8% | +11.6% | -29.4% | -23.3% |
| 1Y | -23.1% | +26.1% | -49.3% | -30.4% |
| 3Y | +21.2% | +97.4% | -76.2% | -7.7% |
| 5Y | +78.8% | +301.0% | -222.2% | +2.2% |
| All | +153.4% | +477.0% | -323.5% | +32.8% |
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