+402.2%
JBL vs VSH
+66.1%
+336.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +4.0% | +3.5% | +0.5% | +2.3% |
| 30D | -7.5% | -4.4% | -3.1% | -5.6% |
| 3M | -14.1% | -45.8% | +31.8% | +10.8% |
| 6M | +25.9% | +90.1% | -64.3% | -15.3% |
| YTD | +36.7% | +120.3% | -83.7% | -15.3% |
| 1Y | +49.0% | +112.2% | -63.2% | -7.1% |
| 3Y | +191.8% | +36.6% | +155.2% | +122.5% |
| All | +402.2% | +66.1% | +336.1% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling