+409.8%
JBL vs VFC
-78.7%
+488.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | +4.0% | -2.3% | +6.3% | +4.5% |
| 30D | -7.5% | -13.4% | +5.9% | -4.6% |
| 3M | -14.1% | -23.7% | +9.6% | -9.4% |
| 6M | +25.9% | -24.5% | +50.3% | +32.7% |
| YTD | +36.7% | -27.8% | +64.5% | +45.1% |
| 1Y | +49.0% | -13.5% | +62.5% | +50.8% |
| 3Y | +191.8% | -27.1% | +218.9% | +186.6% |
| 5Y | +409.8% | -79.0% | +488.8% | +739.3% |
| All | +409.8% | -78.7% | +488.5% | +739.3% |
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