+34,313.4%
JBL vs VMC
+3,146.9%
+31,166.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | +6.3% | -1.3% | +7.6% | +7.1% |
| 30D | -13.5% | +15.5% | -29.0% | -20.1% |
| 3M | -31.3% | +0.6% | -31.9% | -32.1% |
| 6M | -28.4% | +2.1% | -30.5% | -30.6% |
| YTD | +11.6% | -1.6% | +13.2% | +9.4% |
| 1Y | +26.1% | -1.2% | +27.3% | +23.4% |
| 3Y | +97.4% | +35.3% | +62.0% | +62.6% |
| 5Y | +301.0% | +43.6% | +257.4% | +217.1% |
| 10Y | +1,151.1% | +126.7% | +1,024.3% | +632.9% |
| All | +34,313.4% | +3,146.9% | +31,166.5% | +6,429.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling