+49.5%
JBL vs EFX
-25.2%
+74.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +0.3% |
| 7D | +3.0% | -8.6% | +11.7% | +1.2% |
| 30D | -8.3% | +0.1% | -8.4% | -8.1% |
| 3M | -16.9% | +3.8% | -20.7% | -15.7% |
| 6M | +21.8% | -13.5% | +35.3% | +24.2% |
| YTD | +36.3% | -17.7% | +54.0% | +38.1% |
| 1Y | +49.5% | -25.6% | +75.1% | +50.6% |
| All | +49.5% | -25.2% | +74.7% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling