+413.7%
JBL vs EFV
+95.9%
+317.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +4.0% | +3.8% |
| 7D | +2.4% | -0.8% | +3.2% | +3.4% |
| 30D | -13.1% | +0.6% | -13.7% | -13.7% |
| 3M | -15.6% | +7.5% | -23.1% | -22.3% |
| 6M | +24.6% | +13.0% | +11.5% | +9.3% |
| YTD | +39.6% | +18.3% | +21.3% | +16.6% |
| 1Y | +48.6% | +26.7% | +21.9% | +15.5% |
| 3Y | +197.3% | +89.6% | +107.7% | +47.0% |
| All | +413.7% | +95.9% | +317.8% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling