+388.3%
JBL vs VMC
+47.2%
+341.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.0% | -2.9% |
| 7D | -1.0% | -3.7% | +2.7% | +0.9% |
| 30D | -15.1% | -12.8% | -2.3% | -9.0% |
| 3M | -14.0% | -7.9% | -6.1% | -11.8% |
| 6M | +20.6% | -7.5% | +28.1% | +23.3% |
| YTD | +32.9% | -11.6% | +44.5% | +37.7% |
| 1Y | +40.5% | -14.3% | +54.8% | +47.9% |
| 3Y | +183.7% | +18.5% | +165.2% | +141.8% |
| 5Y | +388.3% | +46.8% | +341.6% | +258.9% |
| All | +388.3% | +47.2% | +341.1% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling