+1,148.2%
JBL vs BURL
+232.1%
+916.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.0% |
| 7D | +6.3% | -1.6% | +7.9% | +6.9% |
| 30D | -13.5% | -7.7% | -5.7% | -11.5% |
| 3M | -31.3% | -31.7% | +0.3% | -23.0% |
| 6M | -28.4% | -15.2% | -13.3% | -25.8% |
| YTD | +11.6% | -15.9% | +27.5% | +16.1% |
| 1Y | +26.1% | -14.2% | +40.3% | +29.5% |
| 3Y | +97.4% | +93.5% | +3.8% | +48.6% |
| 5Y | +301.0% | -9.9% | +310.9% | +272.2% |
| All | +1,148.2% | +232.1% | +916.1% | +673.6% |
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