+158.8%
XLB vs JBL
+1,478.7%
-1,319.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -0.3% |
| 7D | -3.5% | -1.0% | -2.5% | -3.2% |
| 30D | -4.7% | -15.1% | +10.4% | +0.1% |
| 3M | +2.7% | -14.0% | +16.8% | +6.4% |
| 6M | +2.6% | +20.6% | -18.0% | -6.1% |
| YTD | +12.8% | +32.9% | -20.0% | -0.8% |
| 1Y | +14.0% | +40.5% | -26.6% | -2.7% |
| 3Y | +31.5% | +183.7% | -152.3% | -19.2% |
| 5Y | +33.4% | +388.3% | -354.9% | -36.5% |
| All | +158.8% | +1,478.7% | -1,319.8% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling