+1,525.1%
JBL vs ED
+108.5%
+1,416.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | -13.1% | -0.4% | -12.7% | -13.1% |
| 3M | -15.6% | +0.5% | -16.0% | -15.8% |
| 6M | +24.6% | -3.1% | +27.7% | +24.7% |
| YTD | +39.6% | +9.8% | +29.8% | +37.1% |
| 1Y | +48.6% | +12.6% | +36.0% | +45.2% |
| 3Y | +197.3% | +31.4% | +165.9% | +175.1% |
| 5Y | +413.0% | +69.4% | +343.6% | +338.7% |
| All | +1,525.1% | +108.5% | +1,416.5% | +1,275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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