+1,148.2%
JBL vs EMB
+36.5%
+1,111.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -1.8% |
| 7D | +6.3% | -0.9% | +7.2% | +7.9% |
| 30D | -13.5% | +0.4% | -13.8% | -14.0% |
| 3M | -31.3% | -3.1% | -28.2% | -27.8% |
| 6M | -28.4% | -2.1% | -26.4% | -25.8% |
| YTD | +11.6% | -1.1% | +12.7% | +14.5% |
| 1Y | +26.1% | -0.1% | +26.2% | +27.4% |
| 3Y | +97.4% | +29.6% | +67.8% | +34.1% |
| 5Y | +301.0% | +7.2% | +293.8% | +281.4% |
| All | +1,148.2% | +36.5% | +1,111.7% | +850.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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