+411.3%
JBL vs ESTC
-47.2%
+458.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.1% |
| 7D | +4.4% | -4.3% | +8.7% | +5.0% |
| 30D | -8.4% | +17.7% | -26.2% | -11.4% |
| 3M | -14.2% | +42.3% | -56.5% | -19.7% |
| 6M | +29.6% | +64.6% | -35.0% | +17.3% |
| YTD | +37.1% | +17.2% | +19.9% | +30.8% |
| 1Y | +49.5% | -4.2% | +53.7% | +47.4% |
| 3Y | +192.7% | +13.5% | +179.2% | +164.8% |
| 5Y | +411.3% | -45.5% | +456.9% | +367.9% |
| All | +411.3% | -47.2% | +458.6% | +367.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling