+1,525.1%
JBL vs VIG
+250.0%
+1,275.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.1% |
| 7D | +2.4% | -1.1% | +3.5% | +4.0% |
| 30D | -13.1% | -2.7% | -10.4% | -9.7% |
| 3M | -15.6% | +2.5% | -18.1% | -18.5% |
| 6M | +24.6% | +9.2% | +15.3% | +10.9% |
| YTD | +39.6% | +9.8% | +29.8% | +23.6% |
| 1Y | +48.6% | +12.4% | +36.2% | +27.9% |
| 3Y | +197.3% | +55.9% | +141.4% | +66.5% |
| 5Y | +413.0% | +63.9% | +349.0% | +172.0% |
| All | +1,525.1% | +250.0% | +1,275.0% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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