+41,936.4%
JBL vs VFC
+466.8%
+41,469.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.6% |
| 7D | +3.0% | -1.6% | +4.6% | +3.7% |
| 30D | -8.3% | -11.6% | +3.4% | -3.8% |
| 3M | -16.9% | -18.1% | +1.2% | -11.4% |
| 6M | +21.8% | -27.4% | +49.1% | +35.7% |
| YTD | +36.3% | -24.8% | +61.1% | +48.7% |
| 1Y | +49.5% | -8.2% | +57.7% | +47.4% |
| 3Y | +170.6% | -29.1% | +199.7% | +143.3% |
| 5Y | +408.4% | -79.2% | +487.5% | +691.6% |
| 10Y | +1,450.4% | -68.1% | +1,518.5% | +1,724.2% |
| All | +41,936.4% | +466.8% | +41,469.7% | +14,059.3% |
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 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