+199.8%
TER vs JBL
+52.3%
+147.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +3.7% |
| 7D | +0.6% | +3.0% | -2.4% | -2.8% |
| 30D | -8.3% | -8.3% | 0.0% | +1.0% |
| 3M | -12.2% | -16.9% | +4.7% | +10.6% |
| 6M | +17.0% | +21.8% | -4.7% | +3.6% |
| YTD | +84.6% | +36.3% | +48.3% | +48.0% |
| 1Y | +199.8% | +49.5% | +150.3% | +119.0% |
| All | +199.8% | +52.3% | +147.5% | +119.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling