+460.4%
JBL vs VSXY
+37.7%
+422.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | +4.0% | -10.7% | +14.7% | +5.7% |
| 30D | -7.5% | -24.3% | +16.8% | -3.5% |
| 3M | -14.1% | +1.0% | -15.1% | -15.1% |
| 6M | +25.9% | +57.4% | -31.5% | +12.5% |
| YTD | +36.7% | +39.8% | -3.1% | +24.0% |
| 1Y | +49.0% | +196.5% | -147.5% | +16.7% |
| 3Y | +191.8% | +357.2% | -165.5% | +94.0% |
| 5Y | +409.8% | +18.9% | +390.9% | +317.9% |
| All | +460.4% | +37.7% | +422.8% | +354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling