+41,936.4%
JBL vs EXPD
+31,460.2%
+10,476.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +3.0% | -1.1% | +4.2% | +3.6% |
| 30D | -8.3% | +4.1% | -12.3% | -9.9% |
| 3M | -16.9% | +17.9% | -34.8% | -23.1% |
| 6M | +21.8% | +29.2% | -7.5% | +7.2% |
| YTD | +36.3% | +27.4% | +9.0% | +20.0% |
| 1Y | +49.5% | +56.8% | -7.3% | +18.5% |
| 3Y | +170.6% | +68.0% | +102.6% | +104.0% |
| 5Y | +408.4% | +61.9% | +346.5% | +285.0% |
| 10Y | +1,450.4% | +316.0% | +1,134.4% | +664.2% |
| All | +41,936.4% | +31,460.2% | +10,476.2% | +5,795.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling