+10,342.5%
TER vs JBL
+42,637.0%
-32,294.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.9% |
| 7D | +0.6% | +3.0% | -2.4% | -0.6% |
| 30D | -8.3% | -8.3% | 0.0% | -4.7% |
| 3M | -12.2% | -16.9% | +4.7% | -3.3% |
| 6M | +17.1% | +21.8% | -4.7% | +11.8% |
| YTD | +84.7% | +36.3% | +48.4% | +68.9% |
| 1Y | +199.9% | +49.5% | +150.4% | +165.6% |
| 3Y | +232.8% | +170.6% | +62.1% | +128.6% |
| 5Y | +198.6% | +408.4% | -209.8% | +62.6% |
| 10Y | +1,669.7% | +1,450.4% | +219.4% | +529.1% |
| All | +10,342.5% | +42,637.0% | -32,294.5% | +2,494.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling