+15,535.5%
JBL vs EL
+1,685.7%
+13,849.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.3% |
| 7D | +3.0% | +0.8% | +2.2% | +2.7% |
| 30D | -8.3% | +19.8% | -28.1% | -15.7% |
| 3M | -16.9% | +25.7% | -42.6% | -25.4% |
| 6M | +21.8% | +5.4% | +16.3% | +15.5% |
| YTD | +36.3% | +0.2% | +36.1% | +29.5% |
| 1Y | +49.5% | +20.4% | +29.1% | +30.4% |
| 3Y | +170.6% | -32.1% | +202.8% | +173.5% |
| 5Y | +408.4% | -67.2% | +475.6% | +595.0% |
| 10Y | +1,450.4% | +31.7% | +1,418.6% | +1,036.1% |
| All | +15,535.5% | +1,685.7% | +13,849.8% | +4,074.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling