+1,447.0%
JBL vs ESI
+310.7%
+1,136.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -0.3% |
| 7D | -1.0% | -2.3% | +1.3% | +0.2% |
| 30D | -15.1% | -9.0% | -6.0% | -10.3% |
| 3M | -14.0% | -13.3% | -0.8% | -7.0% |
| 6M | +20.6% | +5.3% | +15.3% | +17.0% |
| YTD | +32.9% | +37.6% | -4.7% | +10.5% |
| 1Y | +40.5% | +33.6% | +6.9% | +18.3% |
| 3Y | +183.7% | +75.8% | +108.0% | +102.0% |
| 5Y | +388.3% | +68.6% | +319.8% | +249.9% |
| All | +1,447.0% | +310.7% | +1,136.3% | +618.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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