-27.1%
JL vs VOO
+60.3%
-87.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.5% |
| 7D | +2.9% | -2.0% | +4.9% | +4.0% |
| 30D | -4.1% | -1.7% | -2.4% | -3.2% |
| 3M | -19.9% | +4.7% | -24.6% | -21.9% |
| 6M | +7.4% | +12.6% | -5.2% | +0.8% |
| YTD | -19.1% | +11.8% | -30.8% | -23.6% |
| 1Y | -14.8% | +17.5% | -32.3% | -21.6% |
| All | -27.1% | +60.3% | -87.5% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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