+1,525.1%
JBL vs EFV
+169.9%
+1,355.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +4.0% | +3.7% |
| 7D | +2.4% | -0.8% | +3.2% | +3.5% |
| 30D | -13.1% | +0.6% | -13.7% | -13.8% |
| 3M | -15.6% | +7.5% | -23.1% | -22.8% |
| 6M | +24.6% | +13.0% | +11.5% | +8.0% |
| YTD | +39.6% | +18.3% | +21.3% | +14.5% |
| 1Y | +48.6% | +26.7% | +21.9% | +12.4% |
| 3Y | +197.3% | +89.6% | +107.7% | +35.9% |
| 5Y | +413.0% | +98.2% | +314.8% | +122.6% |
| All | +1,525.1% | +169.9% | +1,355.2% | +419.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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