+2,307.5%
JBL vs VT
+374.2%
+1,933.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.0% | +0.4% | +2.6% | +2.4% |
| 30D | -8.3% | +1.0% | -9.2% | -9.4% |
| 3M | -16.9% | +2.4% | -19.3% | -18.9% |
| 6M | +21.8% | +12.0% | +9.8% | +6.0% |
| YTD | +36.3% | +15.3% | +21.0% | +14.3% |
| 1Y | +49.5% | +22.6% | +26.9% | +16.1% |
| 3Y | +170.6% | +74.7% | +96.0% | +33.2% |
| 5Y | +408.4% | +66.1% | +342.2% | +171.3% |
| 10Y | +1,450.4% | +225.0% | +1,225.4% | +261.0% |
| All | +2,307.5% | +374.2% | +1,933.3% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling