+1,148.2%
JBL vs BUD
-2.1%
+1,150.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.7% |
| 7D | +6.3% | +1.0% | +5.3% | +5.8% |
| 30D | -13.5% | +6.7% | -20.2% | -16.4% |
| 3M | -31.3% | +5.7% | -37.0% | -33.6% |
| 6M | -28.4% | +5.8% | -34.2% | -31.4% |
| YTD | +11.6% | +34.4% | -22.8% | -4.7% |
| 1Y | +26.1% | +33.3% | -7.2% | +8.0% |
| 3Y | +97.4% | +48.8% | +48.5% | +54.3% |
| 5Y | +301.0% | +52.5% | +248.5% | +203.2% |
| All | +1,148.2% | -2.1% | +1,150.3% | +860.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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