+1,732.3%
JBL vs VT
+345.0%
+1,387.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.1% | -4.5% | -3.0% |
| 7D | -17.9% | -4.2% | -13.7% | -12.8% |
| 30D | -23.6% | -5.8% | -17.8% | -16.7% |
| 3M | -30.2% | -5.2% | -24.9% | -24.4% |
| 6M | -29.9% | +0.1% | -30.0% | -28.8% |
| YTD | +3.7% | +8.2% | -4.5% | -4.6% |
| 1Y | +8.5% | +10.1% | -1.7% | -2.3% |
| 3Y | +85.1% | +69.7% | +15.5% | -4.8% |
| 5Y | +267.8% | +53.4% | +214.4% | +119.8% |
| 10Y | +1,135.9% | +219.2% | +916.7% | +197.1% |
| All | +1,732.3% | +345.0% | +1,387.3% | +199.1% |
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