-25.9%
JBL vs ESTC
+75.8%
-101.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.4% |
| 7D | +10.0% | +5.8% | +4.2% | +9.9% |
| 30D | -18.2% | -5.6% | -12.6% | -18.1% |
| 3M | -29.0% | +15.4% | -44.4% | -27.3% |
| 6M | -25.9% | +77.8% | -103.7% | -21.4% |
| All | -25.9% | +75.8% | -101.7% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling