+1,525.1%
JBL vs EL
+26.1%
+1,498.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +4.8% |
| 7D | +2.4% | -6.5% | +8.9% | +4.9% |
| 30D | -13.1% | +11.1% | -24.3% | -17.2% |
| 3M | -15.6% | +10.7% | -26.3% | -19.8% |
| 6M | +24.6% | +6.9% | +17.7% | +18.3% |
| YTD | +39.6% | -6.3% | +45.9% | +36.8% |
| 1Y | +48.6% | +13.5% | +35.1% | +33.6% |
| 3Y | +197.3% | -33.1% | +230.3% | +207.6% |
| 5Y | +413.0% | -68.8% | +481.7% | +685.3% |
| All | +1,525.1% | +26.1% | +1,498.9% | +1,367.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling