+42,174.6%
JBL vs ETR
+2,432.9%
+39,741.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | +4.4% | +1.4% | +3.0% | +3.9% |
| 30D | -8.4% | +1.9% | -10.3% | -9.0% |
| 3M | -14.2% | +1.0% | -15.2% | -14.5% |
| 6M | +29.6% | +4.8% | +24.8% | +27.1% |
| YTD | +37.1% | +19.5% | +17.5% | +29.0% |
| 1Y | +49.5% | +28.1% | +21.4% | +37.5% |
| 3Y | +192.7% | +151.1% | +41.5% | +113.5% |
| 5Y | +411.3% | +125.2% | +286.2% | +282.3% |
| 10Y | +1,447.6% | +291.1% | +1,156.5% | +880.7% |
| All | +42,174.6% | +2,432.9% | +39,741.7% | +27,551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling