+40.5%
JBL vs EL
+11.6%
+28.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -2.6% |
| 7D | -1.0% | -4.4% | +3.3% | -0.7% |
| 30D | -15.1% | +10.3% | -25.3% | -15.7% |
| 3M | -14.0% | +13.4% | -27.4% | -14.9% |
| 6M | +20.6% | +3.1% | +17.5% | +19.3% |
| YTD | +32.9% | -6.9% | +39.8% | +29.5% |
| 1Y | +40.5% | +11.9% | +28.6% | +26.4% |
| All | +40.5% | +11.6% | +28.9% | +26.4% |
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