+409.8%
JBL vs ESI
+74.4%
+335.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +4.0% | +3.9% | +0.1% | +1.6% |
| 30D | -7.5% | -3.8% | -3.7% | -5.0% |
| 3M | -14.1% | -13.1% | -0.9% | -6.5% |
| 6M | +25.9% | +11.3% | +14.5% | +17.4% |
| YTD | +36.7% | +44.1% | -7.4% | +7.7% |
| 1Y | +49.0% | +40.3% | +8.7% | +18.7% |
| 3Y | +191.8% | +84.1% | +107.7% | +89.9% |
| 5Y | +409.8% | +75.8% | +334.0% | +235.5% |
| All | +409.8% | +74.4% | +335.3% | +235.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling