+388.3%
JBL vs VCLT
-17.3%
+405.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -1.0% | -1.3% | +0.3% | -0.3% |
| 30D | -15.1% | -1.1% | -14.0% | -14.6% |
| 3M | -14.0% | -3.7% | -10.4% | -12.3% |
| 6M | +20.6% | -4.0% | +24.6% | +23.4% |
| YTD | +32.9% | -3.4% | +36.3% | +35.5% |
| 1Y | +40.5% | -4.1% | +44.7% | +43.8% |
| 3Y | +183.7% | +11.0% | +172.8% | +169.3% |
| 5Y | +388.3% | -17.0% | +405.3% | +388.3% |
| All | +388.3% | -17.3% | +405.6% | +388.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling