+1,525.1%
JBL vs ET
+177.0%
+1,348.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.9% | +5.4% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | -13.1% | +2.9% | -16.0% | -14.1% |
| 3M | -15.6% | +16.8% | -32.4% | -20.6% |
| 6M | +24.6% | +18.9% | +5.7% | +15.8% |
| YTD | +39.6% | +37.7% | +1.9% | +22.5% |
| 1Y | +48.6% | +32.4% | +16.2% | +32.2% |
| 3Y | +197.3% | +99.5% | +97.8% | +126.7% |
| 5Y | +413.0% | +244.0% | +169.0% | +217.0% |
| All | +1,525.1% | +177.0% | +1,348.1% | +854.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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