+1,113.7%
JBL vs ELF
+391.6%
+722.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.3% |
| YTD | +11.6% | +55.2% | -43.6% | 0.0% |
| 1Y | +26.1% | +58.6% | -32.5% | +12.4% |
| 3Y | +97.4% | +21.3% | +76.1% | +65.1% |
| 5Y | +301.0% | +276.2% | +24.8% | +142.6% |
| 10Y | +1,151.1% | +337.0% | +814.1% | +522.8% |
| All | +1,113.7% | +391.6% | +722.1% | +502.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling