+1,762.9%
JBL vs VTEB
+25.1%
+1,737.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.1% |
| 7D | -1.0% | -1.2% | +0.2% | +0.2% |
| 30D | -15.1% | -2.9% | -12.2% | -12.7% |
| 3M | -14.0% | -3.2% | -10.9% | -11.4% |
| 6M | +20.6% | -2.6% | +23.3% | +23.9% |
| YTD | +32.9% | -1.8% | +34.7% | +35.6% |
| 1Y | +40.5% | +0.2% | +40.3% | +40.7% |
| 3Y | +183.7% | +8.2% | +175.5% | +161.8% |
| 5Y | +388.3% | +0.8% | +387.5% | +384.7% |
| 10Y | +1,464.9% | +17.7% | +1,447.3% | +1,666.8% |
| All | +1,762.9% | +25.1% | +1,737.9% | +2,489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling