+1,129.0%
JBL vs ESTC
+19.3%
+1,109.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.1% |
| 7D | -1.0% | -13.2% | +12.1% | +1.7% |
| 30D | -15.1% | +9.3% | -24.4% | -17.4% |
| 3M | -14.0% | +37.3% | -51.4% | -20.6% |
| 6M | +20.6% | +61.0% | -40.4% | +6.5% |
| YTD | +32.9% | +10.7% | +22.2% | +26.1% |
| 1Y | +40.5% | -7.2% | +47.7% | +37.7% |
| 3Y | +183.7% | +7.2% | +176.6% | +151.1% |
| 5Y | +388.3% | -47.7% | +436.1% | +379.7% |
| All | +1,129.0% | +19.3% | +1,109.7% | +705.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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