+409.8%
JBL vs EL
-68.4%
+478.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | +4.0% | -2.4% | +6.4% | +4.6% |
| 30D | -7.5% | +13.7% | -21.1% | -11.1% |
| 3M | -14.1% | +14.5% | -28.6% | -17.8% |
| 6M | +25.9% | +7.4% | +18.5% | +21.3% |
| YTD | +36.7% | -4.7% | +41.4% | +34.3% |
| 1Y | +49.0% | +12.9% | +36.1% | +38.2% |
| 3Y | +191.8% | -32.2% | +224.0% | +202.6% |
| 5Y | +409.8% | -68.4% | +478.2% | +672.0% |
| All | +409.8% | -68.4% | +478.1% | +672.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling