+1,753.4%
JBL vs VT
+346.0%
+1,407.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +0.8% |
| 7D | -12.3% | -2.3% | -10.0% | -9.4% |
| 30D | -20.2% | -5.0% | -15.2% | -14.1% |
| 3M | -30.6% | -4.9% | -25.7% | -25.3% |
| 6M | -35.8% | -1.5% | -34.2% | -33.4% |
| YTD | +4.9% | +8.5% | -3.6% | -3.8% |
| 1Y | +11.3% | +11.4% | -0.1% | -1.3% |
| 3Y | +89.1% | +70.1% | +19.0% | -3.0% |
| 5Y | +272.1% | +53.7% | +218.3% | +121.7% |
| 10Y | +1,150.2% | +220.0% | +930.2% | +199.6% |
| All | +1,753.4% | +346.0% | +1,407.4% | +201.6% |
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