+1,509.2%
JBL vs ES
+83.1%
+1,426.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -7.5% | -1.0% | -6.5% | -7.3% |
| 3M | -14.1% | +1.5% | -15.5% | -14.7% |
| 6M | +25.9% | -3.5% | +29.4% | +26.3% |
| YTD | +36.7% | +7.0% | +29.7% | +33.3% |
| 1Y | +49.0% | +15.3% | +33.7% | +41.7% |
| 3Y | +191.8% | +30.2% | +161.6% | +161.4% |
| 5Y | +409.8% | -4.3% | +414.1% | +402.4% |
| 10Y | +1,509.2% | +87.5% | +1,421.7% | +1,287.9% |
| All | +1,509.2% | +83.1% | +1,426.1% | +1,287.9% |
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