+49.5%
JBL vs EME
+19.7%
+29.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.5% |
| 7D | +3.0% | +1.9% | +1.1% | +1.9% |
| 30D | -8.3% | -8.3% | 0.0% | -3.2% |
| 3M | -16.9% | -10.7% | -6.2% | -10.9% |
| 6M | +21.8% | +1.9% | +19.9% | +21.2% |
| YTD | +36.3% | +23.5% | +12.8% | +25.1% |
| 1Y | +49.5% | +18.0% | +31.5% | +26.2% |
| All | +49.5% | +19.7% | +29.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling