+161.1%
VEA vs JBL
+1,558.3%
-1,397.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -4.0% | -0.3% |
| 7D | -1.5% | +2.4% | -3.9% | -2.1% |
| 30D | -0.8% | -13.1% | +12.3% | +2.9% |
| 3M | +2.5% | -15.6% | +18.1% | +6.6% |
| 6M | +11.1% | +24.6% | -13.4% | +3.0% |
| YTD | +17.2% | +39.6% | -22.4% | +4.6% |
| 1Y | +24.5% | +48.6% | -24.1% | +8.4% |
| 3Y | +75.4% | +197.3% | -121.8% | +17.2% |
| 5Y | +61.1% | +413.0% | -351.9% | -13.0% |
| All | +161.1% | +1,558.3% | -1,397.3% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling