+303.6%
JBL vs EL
-65.2%
+368.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | +6.3% | +1.5% | +4.8% | +5.9% |
| 30D | -13.5% | +10.0% | -23.5% | -15.7% |
| 3M | -31.3% | +28.4% | -59.7% | -36.1% |
| 6M | -28.4% | +37.1% | -65.5% | -35.0% |
| YTD | +11.6% | +7.8% | +3.8% | +6.1% |
| 1Y | +26.1% | +26.0% | +0.1% | +13.9% |
| 3Y | +97.4% | +3.8% | +93.5% | +74.8% |
| All | +303.6% | -65.2% | +368.9% | +484.3% |
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