+197.3%
JBL vs XLRE
+31.2%
+166.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.2% | +4.6% |
| 7D | +2.4% | -1.2% | +3.6% | +3.0% |
| 30D | -13.1% | -2.4% | -10.7% | -12.2% |
| 3M | -15.6% | -2.5% | -13.1% | -15.1% |
| 6M | +24.6% | +4.0% | +20.6% | +20.8% |
| YTD | +39.6% | +9.3% | +30.3% | +31.8% |
| 1Y | +48.6% | +5.6% | +43.0% | +42.7% |
| 3Y | +197.3% | +31.3% | +166.0% | +158.5% |
| All | +197.3% | +31.2% | +166.1% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling