+388.3%
JBL vs BEN
+36.2%
+352.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.1% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -15.1% | +0.9% | -16.0% | -15.4% |
| 3M | -14.0% | +9.2% | -23.2% | -17.8% |
| 6M | +20.6% | +36.8% | -16.2% | +3.0% |
| YTD | +32.9% | +44.4% | -11.5% | +9.9% |
| 1Y | +40.5% | +45.8% | -5.3% | +15.2% |
| 3Y | +183.7% | +52.5% | +131.2% | +119.0% |
| 5Y | +388.3% | +37.7% | +350.7% | +285.0% |
| All | +388.3% | +36.2% | +352.1% | +285.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling