+191.0%
JBL vs BEN
+53.1%
+137.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +4.0% | +3.4% | +0.6% | +2.6% |
| 30D | -7.5% | +1.8% | -9.3% | -8.2% |
| 3M | -14.1% | +8.4% | -22.4% | -17.0% |
| 6M | +25.9% | +35.6% | -9.8% | +10.8% |
| YTD | +36.7% | +46.4% | -9.7% | +16.2% |
| 1Y | +49.0% | +46.3% | +2.7% | +26.4% |
| All | +191.0% | +53.1% | +137.9% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling