+413.7%
JBL vs VSXY
+22.6%
+391.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +2.0% | +4.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -13.1% | -18.7% | +5.6% | -10.2% |
| 3M | -15.6% | -4.0% | -11.6% | -15.9% |
| 6M | +24.6% | +67.5% | -42.9% | +9.2% |
| YTD | +39.6% | +39.7% | -0.1% | +25.9% |
| 1Y | +48.6% | +180.0% | -131.4% | +15.7% |
| 3Y | +197.3% | +337.3% | -140.0% | +91.9% |
| All | +413.7% | +22.6% | +391.1% | +338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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