+303.6%
JBL vs VMC
+42.8%
+260.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | +6.3% | -1.3% | +7.6% | +7.0% |
| 30D | -13.5% | +15.5% | -29.0% | -20.2% |
| 3M | -31.3% | +0.6% | -31.9% | -32.0% |
| 6M | -28.4% | +2.1% | -30.5% | -30.9% |
| YTD | +11.6% | -1.6% | +13.2% | +8.7% |
| 1Y | +26.1% | -1.2% | +27.3% | +22.6% |
| 3Y | +97.4% | +35.3% | +62.0% | +54.0% |
| All | +303.6% | +42.8% | +260.8% | +194.6% |
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