+48.6%
JBL vs VSH
+119.5%
-70.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.1% | -1.1% | +2.6% |
| 7D | +2.4% | +4.8% | -2.3% | +0.6% |
| 30D | -13.1% | -0.7% | -12.4% | -12.9% |
| 3M | -15.6% | -43.1% | +27.5% | +2.5% |
| 6M | +24.6% | +91.8% | -67.2% | -14.5% |
| YTD | +39.6% | +131.6% | -92.0% | -11.1% |
| 1Y | +48.6% | +118.1% | -69.5% | -5.0% |
| All | +48.6% | +119.5% | -70.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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