+42,174.6%
JBL vs VSH
+768.9%
+41,405.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +4.4% | +6.2% | -1.8% | +1.1% |
| 30D | -8.4% | -11.1% | +2.7% | -3.0% |
| 3M | -14.2% | -44.9% | +30.7% | +12.3% |
| 6M | +29.6% | +90.0% | -60.3% | -13.3% |
| YTD | +37.1% | +118.8% | -81.7% | -15.5% |
| 1Y | +49.5% | +109.0% | -59.5% | -6.8% |
| 3Y | +192.7% | +35.6% | +157.0% | +113.3% |
| 5Y | +411.3% | +66.7% | +344.6% | +230.8% |
| 10Y | +1,447.6% | +167.9% | +1,279.7% | +651.3% |
| All | +42,174.6% | +768.9% | +41,405.8% | +16,322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling