+127.7%
EXPE vs JBL
+1,148.2%
-1,020.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.2% |
| 7D | -0.5% | +6.3% | -6.8% | -3.2% |
| 30D | -6.1% | -13.5% | +7.4% | -0.7% |
| 3M | -21.3% | -31.3% | +10.0% | -9.1% |
| 6M | +19.0% | -28.4% | +47.4% | +31.6% |
| YTD | -8.4% | +11.6% | -20.0% | -21.5% |
| 1Y | -2.8% | +26.1% | -28.9% | -22.0% |
| 3Y | +120.8% | +97.4% | +23.4% | +27.1% |
| 5Y | +46.2% | +301.0% | -254.8% | -46.9% |
| All | +127.7% | +1,148.2% | -1,020.5% | -52.0% |
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