+1,717.6%
JBL vs EMB
+128.3%
+1,589.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | +0.1% | -0.4% | +0.5% | +0.6% |
| 30D | -17.0% | +1.5% | -18.6% | -18.3% |
| 3M | -27.4% | -1.6% | -25.8% | -26.2% |
| 6M | -29.1% | -1.5% | -27.6% | -27.9% |
| YTD | +13.6% | -0.1% | +13.7% | +14.4% |
| 1Y | +22.8% | +0.5% | +22.3% | +23.0% |
| 3Y | +103.0% | +30.2% | +72.8% | +60.1% |
| 5Y | +307.4% | +8.6% | +298.8% | +280.2% |
| 10Y | +1,173.9% | +36.9% | +1,137.1% | +946.4% |
| All | +1,717.6% | +128.3% | +1,589.3% | +1,281.0% |
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