+41,936.4%
JBL vs ED
+1,419.5%
+40,517.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.9% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | -8.3% | -0.1% | -8.1% | -8.2% |
| 3M | -16.9% | +3.9% | -20.8% | -18.2% |
| 6M | +21.8% | -3.0% | +24.8% | +22.0% |
| YTD | +36.3% | +10.7% | +25.6% | +30.9% |
| 1Y | +49.5% | +13.3% | +36.2% | +41.9% |
| 3Y | +170.6% | +34.5% | +136.1% | +135.8% |
| 5Y | +408.4% | +67.1% | +341.2% | +303.7% |
| 10Y | +1,450.4% | +103.0% | +1,347.3% | +1,000.0% |
| All | +41,936.4% | +1,419.5% | +40,517.0% | +16,837.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling