+197.3%
JBL vs VCLT
+11.4%
+185.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +2.4% | -1.4% | +3.8% | +3.2% |
| 30D | -13.1% | -1.2% | -11.9% | -12.5% |
| 3M | -15.6% | -4.8% | -10.8% | -13.2% |
| 6M | +24.6% | -2.6% | +27.1% | +26.8% |
| YTD | +39.6% | -3.3% | +42.9% | +42.5% |
| 1Y | +48.6% | -4.8% | +53.4% | +52.6% |
| 3Y | +197.3% | +11.5% | +185.7% | +195.2% |
| All | +197.3% | +11.4% | +185.9% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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