+1,403.4%
JBL vs VEU
+190.9%
+1,212.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +4.4% | +1.7% | +2.7% | +2.4% |
| 30D | -8.4% | +1.0% | -9.4% | -9.4% |
| 3M | -14.2% | +5.6% | -19.8% | -19.1% |
| 6M | +29.6% | +13.7% | +15.9% | +12.9% |
| YTD | +37.1% | +17.7% | +19.4% | +14.7% |
| 1Y | +49.5% | +25.8% | +23.7% | +16.2% |
| 3Y | +192.7% | +77.1% | +115.6% | +53.0% |
| 5Y | +411.3% | +57.1% | +354.2% | +211.4% |
| 10Y | +1,447.6% | +149.8% | +1,297.8% | +485.8% |
| All | +1,403.4% | +190.9% | +1,212.4% | +362.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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