+277.2%
TER vs JBL
+189.9%
+87.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.8% |
| 7D | +11.0% | +4.4% | +6.5% | +7.4% |
| 30D | -1.9% | -8.4% | +6.6% | +5.3% |
| 3M | -0.7% | -14.2% | +13.5% | +14.1% |
| 6M | +36.4% | +29.6% | +6.8% | +22.2% |
| YTD | +92.4% | +37.1% | +55.4% | +67.5% |
| 1Y | +213.5% | +49.5% | +164.0% | +160.4% |
| 3Y | +277.2% | +192.7% | +84.6% | +119.0% |
| All | +277.2% | +189.9% | +87.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling