+494.4%
TEAM vs JBL
+1,558.3%
-1,063.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -5.0% | -1.5% |
| 7D | -5.2% | +2.4% | -7.6% | -6.0% |
| 30D | +15.8% | -13.1% | +28.9% | +20.5% |
| 3M | +101.5% | -15.6% | +117.0% | +108.8% |
| 6M | +138.2% | +24.6% | +113.6% | +108.6% |
| YTD | +10.8% | +39.6% | -28.8% | -8.7% |
| 1Y | +1.7% | +48.6% | -46.9% | -19.3% |
| 3Y | -16.0% | +197.3% | -213.3% | -52.6% |
| 5Y | -52.7% | +413.0% | -465.7% | -78.8% |
| All | +494.4% | +1,558.3% | -1,063.9% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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