+1,447.0%
JBL vs VFC
-70.4%
+1,517.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.3% |
| 7D | -1.0% | -3.3% | +2.3% | 0.0% |
| 30D | -15.1% | -14.0% | -1.1% | -11.1% |
| 3M | -14.0% | -22.6% | +8.5% | -8.0% |
| 6M | +20.6% | -24.7% | +45.3% | +29.9% |
| YTD | +32.9% | -29.0% | +61.9% | +44.9% |
| 1Y | +40.5% | -13.8% | +54.3% | +42.3% |
| 3Y | +183.7% | -28.2% | +212.0% | +164.5% |
| 5Y | +388.3% | -79.0% | +467.3% | +698.6% |
| All | +1,447.0% | -70.4% | +1,517.4% | +2,019.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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