+2,574.6%
JBL vs VCLT
+103.3%
+2,471.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +4.4% | +0.3% | +4.1% | +4.4% |
| 30D | -8.4% | -0.6% | -7.9% | -8.4% |
| 3M | -14.2% | -2.2% | -11.9% | -13.8% |
| 6M | +29.6% | -2.9% | +32.5% | +30.3% |
| YTD | +37.1% | -2.1% | +39.1% | +37.6% |
| 1Y | +49.5% | -2.6% | +52.1% | +50.2% |
| 3Y | +192.7% | +12.5% | +180.2% | +188.7% |
| 5Y | +411.3% | -15.3% | +426.6% | +401.1% |
| 10Y | +1,447.6% | +16.6% | +1,431.0% | +1,580.6% |
| All | +2,574.6% | +103.3% | +2,471.2% | +4,775.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling