+402.2%
JBL vs ETR
+126.1%
+276.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | 0.0% |
| 7D | +4.0% | +0.4% | +3.6% | +3.9% |
| 30D | -7.5% | +2.0% | -9.5% | -7.9% |
| 3M | -14.1% | -1.7% | -12.4% | -13.8% |
| 6M | +25.9% | +3.6% | +22.3% | +24.1% |
| YTD | +36.7% | +18.0% | +18.6% | +30.2% |
| 1Y | +49.0% | +26.2% | +22.8% | +39.6% |
| 3Y | +191.8% | +148.0% | +43.8% | +130.1% |
| All | +402.2% | +126.1% | +276.1% | +287.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling