+101.0%
JBL vs EMB
+31.1%
+69.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | +0.1% | -0.4% | +0.5% | +1.0% |
| 30D | -17.0% | +1.5% | -18.6% | -19.3% |
| 3M | -27.4% | -1.6% | -25.8% | -25.3% |
| 6M | -29.1% | -1.5% | -27.6% | -26.9% |
| YTD | +13.6% | -0.1% | +13.7% | +14.8% |
| 1Y | +22.8% | +0.5% | +22.3% | +23.0% |
| All | +101.0% | +31.1% | +69.8% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling