+97.4%
JBL vs VO
+66.5%
+30.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +6.3% | +3.1% | +3.2% | +1.5% |
| 30D | -13.5% | +2.2% | -15.7% | -16.2% |
| 3M | -31.3% | -2.5% | -28.8% | -28.2% |
| 6M | -28.4% | +7.0% | -35.4% | -34.5% |
| YTD | +11.6% | +14.0% | -2.4% | -6.2% |
| 1Y | +26.1% | +15.6% | +10.5% | +4.1% |
| 3Y | +97.4% | +66.2% | +31.2% | +5.2% |
| All | +97.4% | +66.5% | +30.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling