+1,525.1%
JBL vs EAT
+374.9%
+1,150.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +5.3% |
| 7D | +2.4% | -7.7% | +10.1% | +4.7% |
| 30D | -13.1% | -13.6% | +0.5% | -9.6% |
| 3M | -15.6% | +33.9% | -49.5% | -23.3% |
| 6M | +24.6% | +47.2% | -22.6% | +9.1% |
| YTD | +39.6% | +48.1% | -8.5% | +21.8% |
| 1Y | +48.6% | +33.7% | +14.9% | +32.2% |
| 3Y | +197.3% | +595.8% | -398.5% | +52.9% |
| 5Y | +413.0% | +314.4% | +98.6% | +191.1% |
| All | +1,525.1% | +374.9% | +1,150.1% | +596.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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