+47.4%
TER vs JBL
+20.0%
+27.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -2.8% |
| 7D | +14.4% | +6.3% | +8.0% | +7.1% |
| 30D | -30.6% | -13.5% | -17.1% | -16.8% |
| 3M | -39.2% | -31.3% | -7.9% | -6.0% |
| 6M | -31.3% | -28.4% | -2.8% | +4.8% |
| YTD | +29.1% | +11.6% | +17.5% | +32.7% |
| 1Y | +47.4% | +26.1% | +21.3% | +33.0% |
| All | +47.4% | +20.0% | +27.4% | +33.0% |
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