+409.8%
JBL vs EIX
+24.3%
+385.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.2% |
| 7D | +4.0% | +4.1% | -0.1% | +3.4% |
| 30D | -7.5% | -15.3% | +7.8% | -5.9% |
| 3M | -14.1% | -18.4% | +4.4% | -12.3% |
| 6M | +25.9% | -16.8% | +42.7% | +27.6% |
| YTD | +36.7% | -0.6% | +37.2% | +32.6% |
| 1Y | +49.0% | +10.7% | +38.3% | +40.4% |
| 3Y | +191.8% | -4.5% | +196.3% | +174.8% |
| 5Y | +409.8% | +24.0% | +385.7% | +353.9% |
| All | +409.8% | +24.3% | +385.5% | +353.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling