+1,525.1%
JBL vs VTEB
+17.9%
+1,507.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.7% | +4.7% |
| 7D | +2.4% | -0.9% | +3.3% | +3.5% |
| 30D | -13.1% | -2.5% | -10.6% | -10.7% |
| 3M | -15.6% | -3.0% | -12.6% | -12.8% |
| 6M | +24.6% | -2.1% | +26.7% | +27.7% |
| YTD | +39.6% | -1.5% | +41.1% | +42.2% |
| 1Y | +48.6% | +0.2% | +48.4% | +48.8% |
| 3Y | +197.3% | +8.6% | +188.7% | +170.2% |
| 5Y | +413.0% | +1.2% | +411.8% | +407.5% |
| All | +1,525.1% | +17.9% | +1,507.2% | +1,624.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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