+42,044.7%
JBL vs EFX
+4,760.0%
+37,284.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.7% |
| 7D | +4.0% | -9.4% | +13.4% | +8.9% |
| 30D | -7.5% | -6.9% | -0.6% | -5.0% |
| 3M | -14.1% | +0.1% | -14.2% | -17.1% |
| 6M | +25.9% | -17.3% | +43.2% | +32.1% |
| YTD | +36.7% | -21.8% | +58.5% | +45.4% |
| 1Y | +49.0% | -32.5% | +81.5% | +69.6% |
| 3Y | +191.8% | -12.3% | +204.1% | +173.4% |
| 5Y | +409.8% | -36.6% | +446.4% | +449.7% |
| 10Y | +1,509.2% | +41.0% | +1,468.2% | +924.9% |
| All | +42,044.7% | +4,760.0% | +37,284.8% | +6,970.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling