+413.7%
JBL vs EAT
+313.1%
+100.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +5.3% |
| 7D | +2.4% | -7.7% | +10.1% | +4.5% |
| 30D | -13.1% | -13.6% | +0.5% | -9.9% |
| 3M | -15.6% | +33.9% | -49.5% | -22.8% |
| 6M | +24.6% | +47.2% | -22.6% | +10.0% |
| YTD | +39.6% | +48.1% | -8.5% | +22.9% |
| 1Y | +48.6% | +33.7% | +14.9% | +33.5% |
| 3Y | +197.3% | +595.8% | -398.5% | +53.3% |
| All | +413.7% | +313.1% | +100.6% | +184.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling