+1,802.9%
TER vs JBL
+1,478.7%
+324.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.8% | -1.6% |
| 7D | +9.4% | -1.0% | +10.4% | +10.3% |
| 30D | -2.4% | -15.1% | +12.6% | +10.0% |
| 3M | +6.5% | -14.0% | +20.6% | +21.7% |
| 6M | +23.2% | +20.6% | +2.6% | +13.8% |
| YTD | +91.5% | +32.9% | +58.6% | +66.5% |
| 1Y | +214.8% | +40.5% | +174.3% | +164.5% |
| 3Y | +275.3% | +183.7% | +91.6% | +86.6% |
| 5Y | +211.9% | +388.3% | -176.4% | +7.1% |
| All | +1,802.9% | +1,478.7% | +324.3% | +256.1% |
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