+303.6%
JBL vs VFC
-68.3%
+372.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.9% |
| 7D | +6.3% | +1.6% | +4.7% | +5.9% |
| 30D | -13.5% | +25.5% | -39.0% | -18.0% |
| 3M | -31.3% | +41.3% | -72.6% | -36.7% |
| 6M | -28.4% | +22.2% | -50.7% | -32.4% |
| YTD | +11.6% | +16.4% | -4.8% | +6.2% |
| 1Y | +26.1% | +38.4% | -12.3% | +15.2% |
| 3Y | +97.4% | +56.2% | +41.1% | +62.7% |
| All | +303.6% | -68.3% | +372.0% | +577.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling