+23.7%
JBL vs ELF
-3.2%
+27.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.7% | -5.1% |
| 7D | -11.1% | -1.5% | -9.6% | -11.0% |
| 30D | -14.1% | +9.5% | -23.6% | -15.1% |
| 3M | -23.9% | +29.4% | -53.3% | -26.6% |
| 6M | -24.1% | +83.7% | -107.8% | -30.1% |
| YTD | +13.5% | +49.4% | -36.0% | +6.4% |
| 1Y | +23.7% | -3.9% | +27.7% | +20.3% |
| All | +23.7% | -3.2% | +27.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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