+81.8%
XLI vs JBL
+409.3%
-327.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -4.0% | -0.3% |
| 7D | -1.7% | +2.4% | -4.1% | -2.3% |
| 30D | -7.3% | -13.1% | +5.8% | -4.0% |
| 3M | -1.3% | -15.6% | +14.2% | +2.4% |
| 6M | +2.2% | +24.6% | -22.3% | -5.0% |
| YTD | +11.7% | +39.6% | -27.9% | +0.2% |
| 1Y | +14.3% | +48.6% | -34.4% | +0.1% |
| 3Y | +70.3% | +197.3% | -126.9% | +16.0% |
| All | +81.8% | +409.3% | -327.5% | -3.5% |
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 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