+388.3%
JBL vs XHB
+30.4%
+357.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -1.3% |
| 7D | -1.0% | -5.2% | +4.2% | +2.4% |
| 30D | -15.1% | -12.1% | -2.9% | -7.8% |
| 3M | -14.0% | -6.2% | -7.8% | -11.0% |
| 6M | +20.6% | -6.7% | +27.3% | +25.5% |
| YTD | +32.9% | -5.5% | +38.4% | +36.6% |
| 1Y | +40.5% | -15.6% | +56.2% | +54.7% |
| 3Y | +183.7% | +22.0% | +161.8% | +133.9% |
| 5Y | +388.3% | +31.8% | +356.5% | +282.6% |
| All | +388.3% | +30.4% | +357.9% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling