+12,700.1%
JBL vs EL
+1,821.4%
+10,878.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | +6.3% | +1.5% | +4.8% | +5.7% |
| 30D | -13.5% | +10.0% | -23.5% | -17.0% |
| 3M | -31.3% | +28.4% | -59.7% | -39.0% |
| 6M | -28.4% | +37.1% | -65.5% | -38.7% |
| YTD | +11.6% | +7.8% | +3.8% | +2.3% |
| 1Y | +26.1% | +26.0% | +0.1% | +7.9% |
| 3Y | +97.4% | +3.8% | +93.5% | +67.3% |
| 5Y | +301.0% | -65.2% | +366.2% | +433.2% |
| 10Y | +1,151.1% | +62.1% | +1,089.0% | +736.4% |
| All | +12,700.1% | +1,821.4% | +10,878.7% | +3,198.5% |
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