+1,150.1%
JBL vs VT
+217.6%
+932.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | -8.1% | -0.1% | -7.9% | -7.7% |
| 30D | -18.4% | -3.1% | -15.4% | -14.3% |
| 3M | -25.8% | -3.5% | -22.3% | -21.2% |
| 6M | -29.6% | +0.5% | -30.1% | -29.0% |
| YTD | +9.6% | +10.8% | -1.1% | -3.0% |
| 1Y | +14.1% | +11.9% | +2.2% | -0.3% |
| 3Y | +95.9% | +73.0% | +22.9% | -5.2% |
| 5Y | +298.3% | +58.6% | +239.7% | +121.4% |
| 10Y | +1,150.1% | +219.2% | +930.9% | +202.9% |
| All | +1,150.1% | +217.6% | +932.4% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling