+1,447.0%
JBL vs Z
-6.2%
+1,453.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.1% |
| 7D | -1.0% | -11.6% | +10.6% | +1.7% |
| 30D | -15.1% | -8.5% | -6.6% | -13.7% |
| 3M | -14.0% | -7.9% | -6.1% | -13.6% |
| 6M | +20.6% | -29.1% | +49.7% | +28.6% |
| YTD | +32.9% | -54.2% | +87.1% | +56.1% |
| 1Y | +40.5% | -63.5% | +104.1% | +73.4% |
| 3Y | +183.7% | -38.6% | +222.4% | +195.2% |
| 5Y | +388.3% | -66.0% | +454.3% | +445.3% |
| All | +1,447.0% | -6.2% | +1,453.2% | +1,049.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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