+1,150.1%
JBL vs BURL
+247.8%
+902.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -8.1% | +5.9% | -13.9% | -9.8% |
| 30D | -18.4% | -8.3% | -10.1% | -16.4% |
| 3M | -25.8% | -31.6% | +5.9% | -16.8% |
| 6M | -29.6% | -16.6% | -13.0% | -26.6% |
| YTD | +9.6% | -12.1% | +21.7% | +12.5% |
| 1Y | +14.1% | -10.0% | +24.0% | +15.3% |
| 3Y | +95.9% | +94.3% | +1.6% | +47.4% |
| 5Y | +298.3% | -13.2% | +311.6% | +275.8% |
| 10Y | +1,150.1% | +252.5% | +897.6% | +655.9% |
| All | +1,150.1% | +247.8% | +902.3% | +655.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling