+1,522.4%
JBL vs XME
+246.2%
+1,276.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | -0.1% |
| 7D | +4.4% | +3.6% | +0.8% | +2.2% |
| 30D | -8.4% | +3.6% | -12.1% | -10.5% |
| 3M | -14.2% | +1.2% | -15.4% | -15.0% |
| 6M | +29.6% | +9.0% | +20.6% | +23.1% |
| YTD | +37.1% | +15.9% | +21.2% | +24.7% |
| 1Y | +49.5% | +43.2% | +6.3% | +19.5% |
| 3Y | +192.7% | +137.4% | +55.3% | +72.7% |
| 5Y | +411.3% | +185.0% | +226.3% | +162.5% |
| 10Y | +1,447.6% | +409.5% | +1,038.1% | +442.0% |
| All | +1,522.4% | +246.2% | +1,276.2% | +467.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling