+88.3%
EXPE vs JBL
+410.1%
-321.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -11.5% | +4.0% | -15.5% | -12.8% |
| 30D | -13.1% | -7.5% | -5.6% | -11.2% |
| 3M | +18.1% | -14.1% | +32.2% | +22.5% |
| 6M | +13.3% | +25.9% | -12.6% | -2.1% |
| YTD | -3.2% | +36.7% | -39.9% | -20.3% |
| 1Y | +26.1% | +49.0% | -22.8% | -1.6% |
| 3Y | +151.7% | +191.8% | -40.1% | +26.2% |
| 5Y | +88.3% | +409.8% | -321.4% | -40.7% |
| All | +88.3% | +410.1% | -321.8% | -40.7% |
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