-38.0%
VG vs JBL
+79.4%
-117.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +2.0% |
| 7D | -2.5% | +4.4% | -6.9% | -3.5% |
| 30D | +11.1% | -8.4% | +19.5% | +12.7% |
| 3M | +14.9% | -14.2% | +29.0% | +18.1% |
| 6M | +18.4% | +29.6% | -11.3% | -6.0% |
| YTD | +116.6% | +37.1% | +79.5% | +60.1% |
| 1Y | +9.4% | +49.5% | -40.1% | -26.0% |
| All | -38.0% | +79.4% | -117.5% | -66.1% |
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