+3,456.4%
JBL vs VIVK
-100.0%
+3,556.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.0% |
| 3M | -15.6% | -94.1% | +78.6% | -15.0% |
| 6M | +24.6% | -98.2% | +122.8% | +25.7% |
| YTD | +39.6% | -98.0% | +137.6% | +40.5% |
| 1Y | +48.6% | -100.0% | +148.6% | +51.1% |
| 3Y | +197.3% | -100.0% | +297.2% | +201.7% |
| 5Y | +413.0% | -100.0% | +513.0% | +420.7% |
| 10Y | +1,543.9% | -100.0% | +1,643.9% | +1,524.9% |
| All | +3,456.4% | -100.0% | +3,556.4% | +2,886.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling