+949.6%
JBL vs VIG
+617.8%
+331.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.8% |
| 7D | +4.4% | -0.4% | +4.8% | +5.0% |
| 30D | -8.4% | -2.1% | -6.4% | -5.6% |
| 3M | -14.2% | +3.3% | -17.5% | -18.3% |
| 6M | +29.6% | +9.3% | +20.3% | +14.0% |
| YTD | +37.1% | +10.1% | +26.9% | +19.4% |
| 1Y | +49.5% | +14.7% | +34.8% | +22.9% |
| 3Y | +192.7% | +56.9% | +135.7% | +52.2% |
| 5Y | +411.3% | +62.9% | +348.4% | +153.4% |
| 10Y | +1,447.6% | +241.3% | +1,206.3% | +150.8% |
| All | +949.6% | +617.8% | +331.7% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling