+1,160.5%
JBL vs ESTC
+31.2%
+1,129.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.4% |
| 7D | +3.0% | -8.1% | +11.1% | +4.6% |
| 30D | -8.3% | +31.7% | -39.9% | -14.1% |
| 3M | -16.9% | +41.1% | -58.0% | -23.5% |
| 6M | +21.8% | +77.1% | -55.3% | +5.5% |
| YTD | +36.3% | +21.7% | +14.6% | +27.0% |
| 1Y | +49.5% | +8.4% | +41.1% | +41.7% |
| 3Y | +170.6% | +23.6% | +147.0% | +132.2% |
| 5Y | +408.4% | -46.5% | +454.8% | +400.4% |
| All | +1,160.5% | +31.2% | +1,129.4% | +710.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling