+2,507.2%
JBL vs VRSK
+585.1%
+1,922.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -1.0% | -7.7% | +6.7% | +2.0% |
| 30D | -15.1% | -2.8% | -12.2% | -14.5% |
| 3M | -14.0% | -3.7% | -10.3% | -14.6% |
| 6M | +20.6% | -12.8% | +33.4% | +23.3% |
| YTD | +32.9% | -21.0% | +53.9% | +40.8% |
| 1Y | +40.5% | -32.5% | +73.0% | +59.1% |
| 3Y | +183.7% | -26.5% | +210.3% | +194.1% |
| 5Y | +388.3% | -11.5% | +399.8% | +344.6% |
| 10Y | +1,464.9% | +125.7% | +1,339.2% | +724.3% |
| All | +2,507.2% | +585.1% | +1,922.2% | +564.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling