+413.7%
JBL vs ET
+241.8%
+172.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.2% |
| 3M | -15.6% | +16.8% | -32.4% | -21.2% |
| 6M | +24.6% | +18.9% | +5.7% | +14.6% |
| YTD | +39.6% | +37.7% | +1.9% | +19.5% |
| 1Y | +48.6% | +32.4% | +16.2% | +29.4% |
| 3Y | +197.3% | +99.5% | +97.8% | +117.9% |
| All | +413.7% | +241.8% | +172.0% | +216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling