+1,525.1%
JBL vs BN
+265.2%
+1,259.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.8% |
| 7D | +2.4% | -5.2% | +7.6% | +5.9% |
| 30D | -13.1% | -14.5% | +1.4% | -4.1% |
| 3M | -15.6% | -15.0% | -0.6% | -6.8% |
| 6M | +24.6% | -5.4% | +30.0% | +28.1% |
| YTD | +39.6% | -16.4% | +56.0% | +53.7% |
| 1Y | +48.6% | -16.2% | +64.9% | +63.3% |
| 3Y | +197.3% | +67.5% | +129.7% | +102.8% |
| 5Y | +413.0% | +34.1% | +378.9% | +295.4% |
| All | +1,525.1% | +265.2% | +1,259.9% | +655.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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