+1,442.3%
JBL vs ESI
+224.6%
+1,217.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.3% |
| 7D | +3.0% | +3.3% | -0.3% | +1.6% |
| 30D | -8.3% | -5.9% | -2.4% | -5.8% |
| 3M | -16.9% | -14.1% | -2.8% | -11.4% |
| 6M | +21.8% | +6.6% | +15.2% | +18.9% |
| YTD | +36.3% | +45.0% | -8.7% | +17.4% |
| 1Y | +49.5% | +41.5% | +8.1% | +29.7% |
| 3Y | +170.6% | +78.8% | +91.9% | +113.2% |
| 5Y | +408.4% | +70.9% | +337.5% | +304.2% |
| 10Y | +1,450.4% | +317.1% | +1,133.3% | +816.4% |
| All | +1,442.3% | +224.6% | +1,217.7% | +830.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling