+1,352.5%
XEL vs JBL
+42,747.1%
-41,394.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.9% | +4.0% | -3.1% | +0.7% |
| 30D | -0.9% | -7.5% | +6.6% | -0.5% |
| 3M | -1.4% | -14.1% | +12.6% | -0.8% |
| 6M | -5.8% | +25.9% | -31.7% | -7.4% |
| YTD | +4.7% | +36.7% | -32.0% | +2.3% |
| 1Y | +9.1% | +49.0% | -39.9% | +5.8% |
| 3Y | +47.8% | +191.8% | -143.9% | +36.2% |
| 5Y | +29.0% | +409.8% | -380.8% | +14.1% |
| 10Y | +154.0% | +1,509.2% | -1,355.2% | +107.1% |
| All | +1,352.5% | +42,747.1% | -41,394.7% | +988.5% |
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