+89.1%
JBL vs VLTO
+69.5%
+19.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -12.3% | +5.4% | -17.7% | -13.5% |
| 30D | -20.2% | +22.3% | -42.5% | -24.6% |
| 3M | -30.6% | +19.6% | -50.2% | -34.0% |
| 6M | -35.8% | +35.2% | -70.9% | -42.2% |
| YTD | +4.9% | +17.9% | -12.9% | +0.5% |
| 1Y | +11.3% | +19.5% | -8.2% | +5.7% |
| 3Y | +89.1% | +73.9% | +15.2% | +60.4% |
| All | +89.1% | +69.5% | +19.6% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling