+1,525.1%
JBL vs VRSK
+126.1%
+1,399.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +5.0% |
| 7D | +2.4% | -5.2% | +7.6% | +4.1% |
| 30D | -13.1% | -2.3% | -10.8% | -12.8% |
| 3M | -15.6% | -2.9% | -12.7% | -16.4% |
| 6M | +24.6% | -12.8% | +37.4% | +27.2% |
| YTD | +39.6% | -20.8% | +60.4% | +47.4% |
| 1Y | +48.6% | -33.2% | +81.8% | +68.6% |
| 3Y | +197.3% | -26.6% | +223.8% | +205.9% |
| 5Y | +413.0% | -11.3% | +424.3% | +358.5% |
| All | +1,525.1% | +126.1% | +1,399.0% | +769.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling