+32.5%
XLB vs JBL
+189.2%
-156.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.9% | +4.0% | -6.9% | -3.6% |
| 30D | -3.4% | -7.5% | +4.1% | -2.3% |
| 3M | +1.6% | -14.1% | +15.7% | +3.6% |
| 6M | +3.6% | +25.9% | -22.2% | -1.6% |
| YTD | +14.2% | +36.7% | -22.4% | +6.6% |
| 1Y | +15.6% | +49.0% | -33.4% | +5.7% |
| All | +32.5% | +189.2% | -156.7% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling