+303.6%
JBL vs ESI
+36.5%
+267.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | +6.3% | +5.5% | +0.8% | +2.8% |
| 30D | -13.5% | -7.8% | -5.7% | -8.9% |
| 3M | -31.3% | -15.0% | -16.3% | -23.9% |
| 6M | -28.4% | -24.9% | -3.5% | -14.9% |
| YTD | +11.6% | +33.2% | -21.6% | -8.3% |
| 1Y | +26.1% | +24.9% | +1.2% | +7.6% |
| 3Y | +97.4% | +77.8% | +19.6% | +29.2% |
| All | +303.6% | +36.5% | +267.1% | +217.4% |
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