+995.4%
TER vs JBL
+1,148.2%
-152.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -3.8% |
| 7D | +14.4% | +6.3% | +8.0% | +9.8% |
| 30D | -30.6% | -13.5% | -17.1% | -21.7% |
| 3M | -39.2% | -31.3% | -7.9% | -19.2% |
| 6M | -31.3% | -28.4% | -2.8% | -8.5% |
| YTD | +29.1% | +11.6% | +17.5% | +28.7% |
| 1Y | +47.4% | +26.1% | +21.3% | +35.8% |
| 3Y | +191.2% | +97.4% | +93.9% | +90.7% |
| 5Y | +74.0% | +301.0% | -227.0% | -30.7% |
| All | +995.4% | +1,148.2% | -152.8% | +140.5% |
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