+100.8%
JBL vs VLTO
+55.4%
+45.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +10.0% | +0.8% | +9.2% | +9.8% |
| 30D | -18.2% | +18.7% | -36.9% | -21.9% |
| 3M | -29.0% | +21.7% | -50.7% | -32.7% |
| 6M | -25.9% | +35.8% | -61.7% | -32.9% |
| YTD | +14.1% | +18.3% | -4.2% | +9.3% |
| 1Y | +21.7% | +20.9% | +0.8% | +15.1% |
| 3Y | +103.8% | +68.8% | +35.0% | +76.0% |
| All | +100.8% | +55.4% | +45.4% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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