+124.6%
XLP vs JBL
+1,126.8%
-1,002.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.4% |
| 7D | +0.7% | -12.3% | +13.1% | +2.1% |
| 30D | +10.3% | -20.2% | +30.4% | +12.8% |
| 3M | +6.5% | -30.6% | +37.2% | +10.5% |
| 6M | +8.4% | -35.8% | +44.1% | +12.9% |
| YTD | +18.2% | +4.9% | +13.3% | +14.3% |
| 1Y | +22.4% | +11.3% | +11.1% | +17.2% |
| 3Y | +41.9% | +89.1% | -47.2% | +21.0% |
| 5Y | +40.9% | +272.1% | -231.2% | +2.2% |
| All | +124.6% | +1,126.8% | -1,002.2% | +27.3% |
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 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