+409.8%
JBL vs ELF
+230.6%
+179.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +0.4% |
| 7D | +4.0% | -6.8% | +10.8% | +5.2% |
| 30D | -7.5% | +5.1% | -12.6% | -8.5% |
| 3M | -14.1% | +79.8% | -93.8% | -22.9% |
| 6M | +25.9% | +29.7% | -3.8% | +18.8% |
| YTD | +36.7% | +31.6% | +5.0% | +27.8% |
| 1Y | +49.0% | -27.9% | +76.9% | +52.2% |
| 3Y | +191.8% | -26.4% | +218.2% | +168.2% |
| 5Y | +409.8% | +235.6% | +174.2% | +136.6% |
| All | +409.8% | +230.6% | +179.2% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling