+34,313.4%
JBL vs VFC
+777.6%
+33,535.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -3.5% |
| 7D | +6.3% | +1.6% | +4.7% | +5.6% |
| 30D | -13.5% | +25.5% | -39.0% | -21.5% |
| 3M | -31.3% | +41.3% | -72.6% | -40.7% |
| 6M | -28.4% | +22.2% | -50.7% | -35.6% |
| YTD | +11.6% | +16.4% | -4.8% | +1.4% |
| 1Y | +26.1% | +38.4% | -12.3% | +6.0% |
| 3Y | +97.4% | +56.2% | +41.1% | +29.8% |
| 5Y | +301.0% | -68.2% | +369.2% | +427.0% |
| 10Y | +1,151.1% | -48.4% | +1,199.4% | +1,102.2% |
| All | +34,313.4% | +777.6% | +33,535.8% | +9,558.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling