+191.0%
JBL vs ELF
-27.2%
+218.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +0.2% |
| 7D | +4.0% | -6.8% | +10.8% | +4.9% |
| 30D | -7.5% | +5.1% | -12.6% | -8.2% |
| 3M | -14.1% | +79.8% | -93.8% | -21.0% |
| 6M | +25.9% | +29.7% | -3.8% | +20.3% |
| YTD | +36.7% | +31.6% | +5.0% | +29.7% |
| 1Y | +49.0% | -27.9% | +76.9% | +51.1% |
| All | +191.0% | -27.2% | +218.2% | +193.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling