+35.1%
XLB vs JBL
+404.5%
-369.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.9% | +4.0% | -6.9% | -3.9% |
| 30D | -3.4% | -7.5% | +4.1% | -1.8% |
| 3M | +1.6% | -14.1% | +15.7% | +4.5% |
| 6M | +3.6% | +25.9% | -22.2% | -4.2% |
| YTD | +14.2% | +36.7% | -22.4% | +2.7% |
| 1Y | +15.6% | +49.0% | -33.4% | +0.7% |
| 3Y | +33.1% | +191.8% | -158.7% | -11.7% |
| All | +35.1% | +404.5% | -369.4% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling