+228.2%
TER vs JBL
+410.1%
-181.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.4% |
| 7D | +12.4% | +4.0% | +8.4% | +9.0% |
| 30D | +5.1% | -7.5% | +12.6% | +12.0% |
| 3M | +4.0% | -14.1% | +18.0% | +20.0% |
| 6M | +29.5% | +25.9% | +3.6% | +15.6% |
| YTD | +98.5% | +36.7% | +61.8% | +68.1% |
| 1Y | +234.1% | +49.0% | +185.1% | +167.4% |
| 3Y | +289.0% | +191.8% | +97.3% | +79.9% |
| 5Y | +228.2% | +409.8% | -181.6% | -6.9% |
| All | +228.2% | +410.1% | -181.9% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling