+1,418.4%
JBL vs ELF
+303.8%
+1,114.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +4.8% |
| 7D | +2.4% | -11.6% | +14.1% | +4.9% |
| 30D | -13.1% | +4.6% | -17.7% | -14.1% |
| 3M | -15.6% | +59.7% | -75.3% | -23.5% |
| 6M | +24.6% | +21.2% | +3.4% | +18.2% |
| YTD | +39.6% | +27.4% | +12.2% | +30.2% |
| 1Y | +48.6% | -29.8% | +78.4% | +52.8% |
| 3Y | +197.3% | -28.5% | +225.7% | +177.5% |
| 5Y | +413.0% | +220.0% | +192.9% | +219.6% |
| All | +1,418.4% | +303.8% | +1,114.6% | +684.6% |
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