+1,525.1%
JBL vs VNQ
+64.0%
+1,461.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.5% |
| 7D | +2.4% | -1.3% | +3.7% | +3.5% |
| 30D | -13.1% | -2.6% | -10.5% | -11.3% |
| 3M | -15.6% | -2.0% | -13.6% | -15.0% |
| 6M | +24.6% | +4.3% | +20.2% | +19.4% |
| YTD | +39.6% | +9.2% | +30.4% | +28.8% |
| 1Y | +48.6% | +5.6% | +43.0% | +40.7% |
| 3Y | +197.3% | +30.8% | +166.4% | +130.8% |
| 5Y | +413.0% | +8.0% | +405.0% | +366.3% |
| All | +1,525.1% | +64.0% | +1,461.0% | +943.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling