+92.9%
JBL vs VLTO
+56.3%
+36.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -8.1% | +1.6% | -9.7% | -8.4% |
| 30D | -18.4% | +22.0% | -40.4% | -22.7% |
| 3M | -25.8% | +21.9% | -47.7% | -29.6% |
| 6M | -29.6% | +36.5% | -66.1% | -36.4% |
| YTD | +9.6% | +19.0% | -9.3% | +4.8% |
| 1Y | +14.1% | +21.0% | -6.9% | +8.1% |
| 3Y | +95.9% | +69.9% | +26.0% | +68.9% |
| All | +92.9% | +56.3% | +36.6% | +68.3% |
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