-35.8%
JBL vs VLTO
+32.8%
-68.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.4% |
| 7D | -12.3% | +5.4% | -17.7% | -9.3% |
| 30D | -20.2% | +22.3% | -42.5% | -9.4% |
| 3M | -30.6% | +19.6% | -50.2% | -22.4% |
| 6M | -35.8% | +35.2% | -70.9% | -21.9% |
| All | -35.8% | +32.8% | -68.6% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling