+508.9%
XLP vs JBL
+2,157.2%
-1,648.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -1.0% | +3.0% | -4.0% | -1.3% |
| 30D | -0.9% | -8.3% | +7.4% | -0.3% |
| 3M | +3.8% | -16.9% | +20.7% | +5.0% |
| 6M | -1.7% | +21.8% | -23.5% | -4.1% |
| YTD | +10.3% | +36.3% | -26.1% | +6.4% |
| 1Y | +7.8% | +49.5% | -41.7% | +3.0% |
| 3Y | +27.2% | +170.6% | -143.4% | +13.5% |
| 5Y | +32.5% | +408.4% | -375.9% | +11.0% |
| 10Y | +101.8% | +1,450.4% | -1,348.6% | +51.4% |
| All | +508.9% | +2,157.2% | -1,648.3% | +268.9% |
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