+197.3%
JBL vs EME
+252.2%
-55.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.3% | +0.7% | +2.6% |
| 7D | +2.4% | +3.5% | -1.1% | +0.4% |
| 30D | -13.1% | -6.3% | -6.8% | -9.7% |
| 3M | -15.6% | -3.8% | -11.8% | -13.9% |
| 6M | +24.6% | +8.5% | +16.1% | +19.1% |
| YTD | +39.6% | +27.8% | +11.8% | +22.3% |
| 1Y | +48.6% | +22.2% | +26.4% | +30.3% |
| 3Y | +197.3% | +253.5% | -56.2% | +59.7% |
| All | +197.3% | +252.2% | -55.0% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling