+169.4%
XLV vs JBL
+1,558.3%
-1,388.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -1.0% |
| 7D | -3.6% | +2.4% | -6.0% | -4.0% |
| 30D | -1.8% | -13.1% | +11.3% | +0.4% |
| 3M | +7.8% | -15.6% | +23.4% | +10.2% |
| 6M | +9.1% | +24.6% | -15.5% | +2.7% |
| YTD | +7.7% | +39.6% | -31.9% | -1.2% |
| 1Y | +20.4% | +48.6% | -28.2% | +8.4% |
| 3Y | +30.8% | +197.3% | -166.5% | -3.2% |
| 5Y | +34.6% | +413.0% | -378.4% | -15.7% |
| All | +169.4% | +1,558.3% | -1,388.9% | +22.3% |
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