+307.4%
JBL vs ED
+82.4%
+225.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +0.1% | -0.9% | +1.1% | 0.0% |
| 30D | -17.0% | +11.2% | -28.2% | -15.2% |
| 3M | -27.4% | +11.8% | -39.2% | -25.8% |
| 6M | -29.1% | +14.1% | -43.2% | -27.2% |
| YTD | +13.6% | +23.0% | -9.3% | +17.2% |
| 1Y | +22.8% | +23.7% | -0.9% | +26.8% |
| 3Y | +103.0% | +47.7% | +55.3% | +102.3% |
| 5Y | +307.4% | +82.6% | +224.7% | +250.8% |
| All | +307.4% | +82.4% | +225.0% | +250.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling