+24.6%
JBL vs BOXX
+1.9%
+22.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +6.1% |
| 7D | +2.4% | +0.1% | +2.4% | +3.6% |
| 30D | -13.1% | +0.3% | -13.4% | -5.0% |
| 3M | -15.6% | +1.0% | -16.6% | +12.2% |
| 6M | +24.6% | +1.9% | +22.6% | +75.1% |
| All | +24.6% | +1.9% | +22.6% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 6mo: compounded portfolio wealth divided by compounded BOXX 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…
6mo analysis · Full analysis span regression · 6 months rolling