+278.0%
JBL vs ES
+1.4%
+276.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +1.3% |
| 7D | -12.3% | +1.9% | -14.2% | -12.5% |
| 30D | -20.2% | +7.1% | -27.2% | -20.6% |
| 3M | -30.6% | -1.9% | -28.7% | -30.5% |
| 6M | -35.8% | +4.4% | -40.1% | -36.2% |
| YTD | +4.9% | +7.3% | -2.4% | +3.6% |
| 1Y | +11.3% | +2.1% | +9.2% | +10.3% |
| 3Y | +89.1% | +41.8% | +47.3% | +74.6% |
| All | +278.0% | +1.4% | +276.5% | +264.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling