+1,382.6%
JBL vs ELF
+357.0%
+1,025.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.1% |
| 7D | +3.0% | +5.4% | -2.3% | +2.0% |
| 30D | -8.3% | +27.0% | -35.2% | -12.7% |
| 3M | -16.9% | +113.2% | -130.1% | -28.8% |
| 6M | +21.8% | +36.6% | -14.8% | +12.8% |
| YTD | +36.3% | +44.2% | -7.9% | +24.2% |
| 1Y | +49.5% | -18.0% | +67.5% | +49.1% |
| 3Y | +170.6% | -19.9% | +190.6% | +147.3% |
| 5Y | +408.4% | +257.7% | +150.7% | +210.3% |
| All | +1,382.6% | +357.0% | +1,025.6% | +648.2% |
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