+187.5%
JBL vs EXPD
+69.2%
+118.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +3.0% | -1.1% | +4.2% | +3.4% |
| 30D | -8.3% | +4.1% | -12.3% | -9.3% |
| 3M | -16.9% | +17.9% | -34.8% | -20.6% |
| 6M | +21.8% | +29.2% | -7.5% | +13.0% |
| YTD | +36.3% | +27.4% | +9.0% | +26.7% |
| 1Y | +49.5% | +56.8% | -7.3% | +30.0% |
| All | +187.5% | +69.2% | +118.3% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling