+2,080.5%
JBL vs EMB
+132.1%
+1,948.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | -8.3% | -0.3% | -8.0% | -8.0% |
| 3M | -16.9% | -0.4% | -16.5% | -16.4% |
| 6M | +21.8% | +0.1% | +21.6% | +22.3% |
| YTD | +36.3% | +1.6% | +34.7% | +35.1% |
| 1Y | +49.5% | +5.6% | +43.9% | +42.8% |
| 3Y | +170.6% | +29.8% | +140.8% | +113.9% |
| 5Y | +408.4% | +7.3% | +401.1% | +378.2% |
| 10Y | +1,450.4% | +30.4% | +1,420.0% | +1,193.4% |
| All | +2,080.5% | +132.1% | +1,948.3% | +1,529.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling