+11.7%
VG vs JBL
+44.8%
-33.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.1% | +1.0% |
| 7D | +7.0% | -1.0% | +8.1% | +6.9% |
| 30D | +17.2% | -15.1% | +32.3% | +14.8% |
| 3M | +16.8% | -14.0% | +30.8% | +15.3% |
| 6M | +36.3% | +20.6% | +15.7% | +28.8% |
| YTD | +127.9% | +32.9% | +95.0% | +100.8% |
| 1Y | +11.7% | +40.5% | -28.8% | -6.5% |
| All | +11.7% | +44.8% | -33.1% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling