+49.5%
JBL vs VRSK
-30.3%
+79.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +0.3% |
| 7D | +3.0% | -3.1% | +6.1% | +1.5% |
| 30D | -8.3% | -1.6% | -6.7% | -8.5% |
| 3M | -16.9% | +3.5% | -20.4% | -14.7% |
| 6M | +21.8% | -13.4% | +35.1% | +19.1% |
| YTD | +36.3% | -16.5% | +52.8% | +29.3% |
| 1Y | +49.5% | -30.6% | +80.1% | +30.6% |
| All | +49.5% | -30.3% | +79.8% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling