+8.0%
XEL vs JBL
+52.3%
-44.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -1.0% | +3.0% | -4.0% | -0.9% |
| 30D | -1.9% | -8.3% | +6.3% | -2.0% |
| 3M | -1.9% | -16.9% | +15.0% | -2.1% |
| 6M | -7.4% | +21.8% | -29.2% | -7.3% |
| YTD | +4.1% | +36.3% | -32.3% | +4.3% |
| 1Y | +8.0% | +49.5% | -41.5% | +9.0% |
| All | +8.0% | +52.3% | -44.3% | +9.0% |
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