+1,525.1%
JBL vs XLRE
+89.0%
+1,436.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.2% | +4.4% |
| 7D | +2.4% | -1.2% | +3.6% | +3.3% |
| 30D | -13.1% | -2.4% | -10.7% | -11.6% |
| 3M | -15.6% | -2.5% | -13.1% | -14.7% |
| 6M | +24.6% | +4.0% | +20.6% | +20.0% |
| YTD | +39.6% | +9.3% | +30.3% | +29.4% |
| 1Y | +48.6% | +5.6% | +43.0% | +41.1% |
| 3Y | +197.3% | +31.3% | +166.0% | +133.5% |
| 5Y | +413.0% | +9.5% | +403.4% | +360.6% |
| All | +1,525.1% | +89.0% | +1,436.0% | +882.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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