+298.3%
JBL vs ESTC
-52.1%
+350.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.6% |
| 7D | -8.1% | -3.6% | -4.5% | -7.5% |
| 30D | -18.4% | -11.2% | -7.3% | -16.9% |
| 3M | -25.8% | +14.3% | -40.1% | -27.9% |
| 6M | -29.6% | +67.0% | -96.6% | -36.2% |
| YTD | +9.6% | +15.7% | -6.0% | +4.8% |
| 1Y | +14.1% | -6.3% | +20.3% | +13.1% |
| 3Y | +95.9% | +14.5% | +81.4% | +77.3% |
| 5Y | +298.3% | -49.9% | +348.2% | +264.3% |
| All | +298.3% | -52.1% | +350.4% | +264.3% |
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