+1,111.7%
JBL vs BURL
+252.7%
+859.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | -12.3% | +4.1% | -16.4% | -13.6% |
| 30D | -20.2% | -9.5% | -10.7% | -17.9% |
| 3M | -30.6% | -33.5% | +2.9% | -21.6% |
| 6M | -35.8% | -22.1% | -13.7% | -31.5% |
| YTD | +4.9% | -14.6% | +19.5% | +8.6% |
| 1Y | +11.3% | -8.4% | +19.7% | +11.7% |
| 3Y | +89.1% | +86.6% | +2.5% | +44.2% |
| 5Y | +272.1% | -17.2% | +289.2% | +256.6% |
| All | +1,111.7% | +252.7% | +859.0% | +640.6% |
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