+1,152.0%
JBL vs EXPD
+334.2%
+817.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +4.2% |
| 7D | -5.2% | -5.5% | +0.3% | -2.0% |
| 30D | -17.5% | -1.9% | -15.7% | -16.6% |
| 3M | -26.0% | +6.1% | -32.1% | -28.2% |
| 6M | -28.9% | +21.6% | -50.5% | -36.2% |
| YTD | +10.8% | +27.9% | -17.0% | -5.0% |
| 1Y | +18.3% | +39.4% | -21.1% | -3.5% |
| 3Y | +102.2% | +72.7% | +29.5% | +38.7% |
| 5Y | +303.2% | +60.3% | +242.9% | +183.7% |
| 10Y | +1,152.0% | +332.6% | +819.4% | +406.3% |
| All | +1,152.0% | +334.2% | +817.9% | +406.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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