+1,447.0%
JBL vs EIX
+21.5%
+1,425.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.4% |
| 7D | -1.0% | +0.8% | -1.8% | -1.3% |
| 30D | -15.1% | -18.8% | +3.7% | -11.1% |
| 3M | -14.0% | -19.7% | +5.6% | -10.2% |
| 6M | +20.6% | -18.2% | +38.9% | +24.9% |
| YTD | +32.9% | -1.7% | +34.6% | +28.5% |
| 1Y | +40.5% | +7.8% | +32.8% | +30.9% |
| 3Y | +183.7% | -5.6% | +189.4% | +167.9% |
| 5Y | +388.3% | +23.7% | +364.7% | +303.7% |
| All | +1,447.0% | +21.5% | +1,425.5% | +1,108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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