+1,111.3%
JBL vs BURL
+987.9%
+123.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.9% | -5.6% | -7.7% |
| 7D | -17.9% | +3.5% | -21.3% | -18.8% |
| 30D | -23.6% | -9.3% | -14.3% | -21.6% |
| 3M | -30.2% | -32.1% | +1.9% | -22.3% |
| 6M | -29.9% | -19.8% | -10.1% | -26.2% |
| YTD | +3.7% | -13.2% | +16.9% | +6.6% |
| 1Y | +8.5% | -7.8% | +16.3% | +8.8% |
| 3Y | +85.1% | +89.3% | -4.2% | +44.8% |
| 5Y | +267.8% | -15.8% | +283.6% | +249.7% |
| 10Y | +1,135.9% | +262.2% | +873.7% | +696.4% |
| All | +1,111.3% | +987.9% | +123.4% | +594.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling