+1,525.1%
JBL vs VYM
+209.2%
+1,315.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +4.1% |
| 7D | +2.4% | -0.8% | +3.2% | +3.6% |
| 30D | -13.1% | -2.2% | -10.9% | -10.3% |
| 3M | -15.6% | +3.1% | -18.7% | -19.0% |
| 6M | +24.6% | +9.7% | +14.9% | +10.6% |
| YTD | +39.6% | +14.9% | +24.7% | +16.8% |
| 1Y | +48.6% | +17.6% | +31.0% | +20.9% |
| 3Y | +197.3% | +65.3% | +132.0% | +55.7% |
| 5Y | +413.0% | +78.7% | +334.3% | +145.1% |
| All | +1,525.1% | +209.2% | +1,315.9% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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