+44.0%
XLP vs JBL
+299.0%
-255.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.5% |
| 7D | +2.5% | +6.3% | -3.8% | +2.3% |
| 30D | +7.3% | -13.5% | +20.8% | +7.7% |
| 3M | +8.1% | -31.3% | +39.4% | +9.4% |
| 6M | +10.5% | -28.4% | +38.9% | +11.5% |
| YTD | +21.2% | +11.6% | +9.6% | +18.2% |
| 1Y | +22.7% | +26.1% | -3.4% | +18.6% |
| 3Y | +44.8% | +97.4% | -52.6% | +31.6% |
| All | +44.0% | +299.0% | -255.0% | +10.5% |
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