+409.8%
JBL vs EMB
+7.1%
+402.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -7.5% | -0.3% | -7.2% | -7.1% |
| 3M | -14.1% | -0.3% | -13.8% | -13.6% |
| 6M | +25.9% | +0.7% | +25.1% | +25.4% |
| YTD | +36.7% | +1.3% | +35.4% | +35.4% |
| 1Y | +49.0% | +4.7% | +44.3% | +41.7% |
| 3Y | +191.8% | +30.1% | +161.7% | +115.8% |
| 5Y | +409.8% | +6.9% | +402.9% | +385.5% |
| All | +409.8% | +7.1% | +402.6% | +385.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling