+3,313.2%
V vs JBL
+2,360.9%
+952.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +0.6% | -8.1% | +8.7% | +2.7% |
| 30D | +9.7% | -18.4% | +28.2% | +15.3% |
| 3M | +17.3% | -25.8% | +43.1% | +25.5% |
| 6M | +33.2% | -29.6% | +62.8% | +42.8% |
| YTD | +21.3% | +9.6% | +11.7% | +12.8% |
| 1Y | +27.3% | +14.1% | +13.3% | +16.7% |
| 3Y | +76.1% | +95.9% | -19.8% | +30.2% |
| 5Y | +103.5% | +298.3% | -194.9% | +17.6% |
| 10Y | +454.5% | +1,150.1% | -695.6% | +116.7% |
| All | +3,313.2% | +2,360.9% | +952.3% | +861.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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