+49.5%
JBL vs EL
+14.8%
+34.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.3% |
| 7D | +3.0% | +0.8% | +2.2% | +3.0% |
| 30D | -8.3% | +19.8% | -28.1% | -9.5% |
| 3M | -16.9% | +25.7% | -42.6% | -18.5% |
| 6M | +21.8% | +5.4% | +16.3% | +20.5% |
| YTD | +36.3% | +0.2% | +36.1% | +32.1% |
| 1Y | +49.5% | +20.4% | +29.1% | +35.1% |
| All | +49.5% | +14.8% | +34.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling