+1,525.1%
JBL vs EME
+1,362.1%
+162.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.3% | +0.7% | +2.5% |
| 7D | +2.4% | +3.5% | -1.1% | +0.3% |
| 30D | -13.1% | -6.3% | -6.8% | -9.6% |
| 3M | -15.6% | -3.8% | -11.8% | -14.1% |
| 6M | +24.6% | +8.5% | +16.1% | +18.3% |
| YTD | +39.6% | +27.8% | +11.8% | +20.2% |
| 1Y | +48.6% | +22.2% | +26.4% | +28.9% |
| 3Y | +197.3% | +253.5% | -56.2% | +30.3% |
| 5Y | +413.0% | +578.6% | -165.6% | +46.0% |
| All | +1,525.1% | +1,362.1% | +162.9% | +209.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling