+1,525.1%
JBL vs ETR
+296.9%
+1,228.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | +2.4% | -1.8% | +4.2% | +3.2% |
| 30D | -13.1% | -1.8% | -11.4% | -12.5% |
| 3M | -15.6% | -3.6% | -12.0% | -14.4% |
| 6M | +24.6% | +2.6% | +22.0% | +22.3% |
| YTD | +39.6% | +16.0% | +23.6% | +30.1% |
| 1Y | +48.6% | +20.1% | +28.5% | +36.3% |
| 3Y | +197.3% | +143.6% | +53.7% | +94.0% |
| 5Y | +413.0% | +124.4% | +288.6% | +241.1% |
| All | +1,525.1% | +296.9% | +1,228.2% | +906.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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