+1,439.6%
JBL vs BURL
+215.5%
+1,224.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.7% |
| 7D | +3.0% | -2.8% | +5.8% | +3.9% |
| 30D | -8.3% | -28.2% | +19.9% | +1.8% |
| 3M | -16.9% | -17.6% | +0.7% | -12.2% |
| 6M | +21.8% | -11.8% | +33.5% | +25.4% |
| YTD | +36.3% | -8.1% | +44.4% | +38.6% |
| 1Y | +49.5% | -12.0% | +61.5% | +52.7% |
| 3Y | +170.6% | +63.3% | +107.3% | +116.5% |
| 5Y | +408.4% | -10.8% | +419.2% | +376.5% |
| All | +1,439.6% | +215.5% | +1,224.2% | +894.0% |
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 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