+1,150.1%
JBL vs ES
+87.3%
+1,062.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -8.1% | +0.9% | -8.9% | -8.3% |
| 30D | -18.4% | +5.9% | -24.4% | -19.7% |
| 3M | -25.8% | -1.0% | -24.7% | -25.8% |
| 6M | -29.6% | +7.2% | -36.8% | -31.4% |
| YTD | +9.6% | +7.0% | +2.7% | +6.7% |
| 1Y | +14.1% | +0.5% | +13.6% | +12.4% |
| 3Y | +95.9% | +48.7% | +47.2% | +68.1% |
| 5Y | +298.3% | +1.9% | +296.4% | +283.2% |
| 10Y | +1,150.1% | +89.2% | +1,060.9% | +1,016.2% |
| All | +1,150.1% | +87.3% | +1,062.7% | +1,016.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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