+1,525.1%
JBL vs VICR
+1,679.8%
-154.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.2% | -6.1% | +2.3% |
| 7D | +2.4% | +5.0% | -2.5% | +1.1% |
| 30D | -13.1% | -12.5% | -0.6% | -10.5% |
| 3M | -15.6% | -33.6% | +18.0% | -8.1% |
| 6M | +24.6% | +10.7% | +13.9% | +17.7% |
| YTD | +39.6% | +80.6% | -41.0% | +16.1% |
| 1Y | +48.6% | +288.4% | -239.8% | +1.4% |
| 3Y | +197.3% | +213.8% | -16.5% | +97.8% |
| 5Y | +413.0% | +58.8% | +354.1% | +261.5% |
| All | +1,525.1% | +1,679.8% | -154.7% | +565.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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