+23.7%
JBL vs XME
+5.2%
+18.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.1% |
| 7D | -11.1% | -5.5% | -5.7% | -7.5% |
| 30D | -14.1% | -11.1% | -3.0% | -6.7% |
| 3M | -23.9% | -11.1% | -12.8% | -18.2% |
| 6M | -24.1% | -18.0% | -6.1% | -14.0% |
| YTD | +13.5% | -7.4% | +20.9% | +14.3% |
| 1Y | +23.7% | +6.7% | +17.1% | +11.4% |
| All | +23.7% | +5.2% | +18.5% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling