+160.0%
EXPE vs JBL
+1,558.3%
-1,398.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.6% | -0.9% |
| 7D | -5.8% | +2.4% | -8.2% | -6.9% |
| 30D | -13.6% | -13.1% | -0.5% | -8.6% |
| 3M | +25.2% | -15.6% | +40.8% | +31.9% |
| 6M | +22.3% | +24.6% | -2.2% | +4.0% |
| YTD | -0.3% | +39.6% | -39.9% | -21.1% |
| 1Y | +27.8% | +48.6% | -20.8% | -3.6% |
| 3Y | +162.4% | +197.3% | -34.8% | +24.2% |
| 5Y | +95.8% | +413.0% | -317.2% | -34.7% |
| All | +160.0% | +1,558.3% | -1,398.3% | -48.0% |
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