+1,224.6%
JBL vs EFV
+256.4%
+968.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.3% |
| 7D | +4.4% | +1.0% | +3.4% | +3.3% |
| 30D | -8.4% | +0.2% | -8.6% | -8.6% |
| 3M | -14.2% | +9.6% | -23.8% | -22.5% |
| 6M | +29.6% | +14.0% | +15.6% | +12.8% |
| YTD | +37.1% | +18.5% | +18.6% | +14.4% |
| 1Y | +49.5% | +27.9% | +21.6% | +14.9% |
| 3Y | +192.7% | +92.4% | +100.2% | +42.4% |
| 5Y | +411.3% | +97.2% | +314.2% | +143.8% |
| 10Y | +1,447.6% | +163.0% | +1,284.6% | +462.4% |
| All | +1,224.6% | +256.4% | +968.2% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling