+46.3%
XLU vs JBL
+195.4%
-149.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.4% | -0.5% |
| 7D | -1.6% | +2.4% | -4.0% | -1.7% |
| 30D | -3.3% | -13.1% | +9.8% | -2.8% |
| 3M | -3.2% | -15.6% | +12.4% | -2.6% |
| 6M | -7.0% | +24.6% | -31.5% | -8.4% |
| YTD | +0.6% | +39.6% | -39.0% | -1.6% |
| 1Y | +2.4% | +48.6% | -46.2% | -0.3% |
| 3Y | +46.3% | +197.3% | -151.0% | +40.7% |
| All | +46.3% | +195.4% | -149.2% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling