+388.3%
JBL vs EFX
-37.1%
+425.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | -11.1% | +10.1% | +1.8% |
| 30D | -15.1% | -7.4% | -7.7% | -13.8% |
| 3M | -14.0% | +1.5% | -15.5% | -16.1% |
| 6M | +20.6% | -13.7% | +34.3% | +23.4% |
| YTD | +32.9% | -21.9% | +54.7% | +39.5% |
| 1Y | +40.5% | -30.8% | +71.3% | +53.5% |
| 3Y | +183.7% | -12.4% | +196.1% | +166.8% |
| 5Y | +388.3% | -35.9% | +424.3% | +424.4% |
| All | +388.3% | -37.1% | +425.4% | +424.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling