+1,111.5%
XLI vs JBL
+2,170.0%
-1,058.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +1.0% | +4.4% | -3.4% | 0.0% |
| 30D | -5.8% | -8.4% | +2.6% | -4.0% |
| 3M | +0.7% | -14.2% | +14.9% | +3.7% |
| 6M | +3.2% | +29.6% | -26.4% | -3.9% |
| YTD | +13.0% | +37.1% | -24.0% | +3.5% |
| 1Y | +16.8% | +49.5% | -32.7% | +4.3% |
| 3Y | +72.4% | +192.7% | -120.3% | +27.5% |
| 5Y | +82.8% | +411.3% | -328.6% | +17.2% |
| 10Y | +252.4% | +1,447.6% | -1,195.2% | +72.2% |
| All | +1,111.5% | +2,170.0% | -1,058.5% | +327.6% |
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 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