+1,525.1%
JBL vs VIVK
-100.0%
+1,625.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -7.4% | +12.4% | +5.1% |
| 7D | +2.4% | -4.4% | +6.8% | +2.4% |
| 30D | -13.1% | -40.8% | +27.7% | -12.8% |
| 3M | -15.6% | -94.1% | +78.6% | -14.4% |
| 6M | +24.6% | -98.2% | +122.8% | +26.8% |
| YTD | +39.6% | -98.0% | +137.6% | +41.1% |
| 1Y | +48.6% | -100.0% | +148.6% | +54.2% |
| 3Y | +197.3% | -100.0% | +297.2% | +207.0% |
| 5Y | +413.0% | -100.0% | +513.0% | +430.1% |
| All | +1,525.1% | -100.0% | +1,625.0% | +1,509.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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