+23.7%
JBL vs BEN
+56.2%
-32.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.7% | -9.5% | -6.8% |
| 7D | -11.1% | +6.7% | -17.9% | -13.7% |
| 30D | -14.1% | +3.0% | -17.1% | -15.3% |
| 3M | -23.9% | -4.3% | -19.6% | -22.5% |
| 6M | -24.1% | +16.4% | -40.5% | -28.6% |
| YTD | +13.5% | +46.8% | -33.3% | -3.4% |
| 1Y | +23.7% | +57.3% | -33.6% | +0.7% |
| All | +23.7% | +56.2% | -32.5% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling