+1,173.9%
JBL vs BURL
+254.9%
+919.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | -17.0% | -4.4% | -12.6% | -16.1% |
| 3M | -27.4% | -28.6% | +1.2% | -19.7% |
| 6M | -29.1% | -12.3% | -16.8% | -27.2% |
| YTD | +13.6% | -11.3% | +24.9% | +16.2% |
| 1Y | +22.8% | -10.4% | +33.2% | +24.4% |
| 3Y | +103.0% | +96.1% | +6.9% | +52.4% |
| 5Y | +307.4% | -5.0% | +312.4% | +271.8% |
| 10Y | +1,173.9% | +251.8% | +922.1% | +670.7% |
| All | +1,173.9% | +254.9% | +919.0% | +670.7% |
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