+48.6%
JBL vs XME
+34.9%
+13.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.7% |
| 7D | +2.4% | -4.2% | +6.6% | +5.1% |
| 30D | -13.1% | -2.7% | -10.4% | -11.8% |
| 3M | -15.6% | -3.9% | -11.7% | -14.2% |
| 6M | +24.6% | -1.0% | +25.5% | +23.5% |
| YTD | +39.6% | +9.8% | +29.8% | +30.7% |
| 1Y | +48.6% | +32.5% | +16.1% | +24.6% |
| All | +48.6% | +34.9% | +13.8% | +24.6% |
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