+49.5%
JBL vs BURL
-9.5%
+59.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.8% |
| 7D | +3.0% | -2.8% | +5.8% | +3.8% |
| 30D | -8.3% | -28.2% | +19.9% | +0.4% |
| 3M | -16.9% | -17.6% | +0.7% | -13.5% |
| 6M | +21.8% | -11.8% | +33.5% | +24.0% |
| YTD | +36.3% | -8.1% | +44.4% | +38.3% |
| 1Y | +49.5% | -12.0% | +61.5% | +47.0% |
| All | +49.5% | -9.5% | +59.0% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling