+1,525.1%
JBL vs XME
+421.4%
+1,103.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.7% |
| 7D | +2.4% | -4.2% | +6.6% | +5.2% |
| 30D | -13.1% | -2.7% | -10.4% | -11.8% |
| 3M | -15.6% | -3.9% | -11.7% | -13.8% |
| 6M | +24.6% | -1.0% | +25.5% | +24.8% |
| YTD | +39.6% | +9.8% | +29.8% | +29.8% |
| 1Y | +48.6% | +32.5% | +16.1% | +21.4% |
| 3Y | +197.3% | +124.3% | +72.9% | +70.3% |
| 5Y | +413.0% | +165.8% | +247.2% | +150.8% |
| All | +1,525.1% | +421.4% | +1,103.7% | +371.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling