+1,525.1%
JBL vs EFX
+42.6%
+1,482.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.5% | +4.9% |
| 7D | +2.4% | -4.5% | +7.0% | +4.0% |
| 30D | -13.1% | -6.1% | -7.0% | -11.8% |
| 3M | -15.6% | +6.2% | -21.8% | -19.3% |
| 6M | +24.6% | -11.2% | +35.8% | +26.2% |
| YTD | +39.6% | -21.4% | +61.0% | +46.7% |
| 1Y | +48.6% | -34.3% | +82.9% | +67.3% |
| 3Y | +197.3% | -12.5% | +209.8% | +182.7% |
| 5Y | +413.0% | -35.6% | +448.6% | +443.9% |
| All | +1,525.1% | +42.6% | +1,482.5% | +1,135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling