+1,525.1%
JBL vs EVRG
+113.9%
+1,411.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.9% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -13.1% | -1.2% | -11.9% | -12.7% |
| 3M | -15.6% | -0.6% | -15.0% | -15.6% |
| 6M | +24.6% | +2.4% | +22.1% | +22.8% |
| YTD | +39.6% | +15.5% | +24.2% | +31.3% |
| 1Y | +48.6% | +16.8% | +31.8% | +38.8% |
| 3Y | +197.3% | +75.0% | +122.3% | +131.7% |
| 5Y | +413.0% | +49.3% | +363.6% | +321.9% |
| All | +1,525.1% | +113.9% | +1,411.1% | +1,108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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