+1,148.2%
JBL vs ELF
+332.6%
+815.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -3.0% |
| 7D | +6.3% | +1.6% | +4.8% | +6.0% |
| 30D | -13.5% | +9.1% | -22.6% | -15.1% |
| 3M | -31.3% | +28.2% | -59.5% | -34.8% |
| 6M | -28.4% | +119.5% | -148.0% | -39.4% |
| YTD | +11.6% | +55.2% | -43.6% | -0.1% |
| 1Y | +26.1% | +58.6% | -32.5% | +12.3% |
| 3Y | +97.4% | +21.3% | +76.1% | +64.7% |
| 5Y | +301.0% | +276.2% | +24.8% | +140.8% |
| All | +1,148.2% | +332.6% | +815.6% | +529.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling