-51.4%
VG vs JBL
+37.4%
-88.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -22.0% | -12.3% | -9.7% | -19.4% |
| 30D | -11.6% | -20.2% | +8.5% | -6.8% |
| 3M | -14.9% | -30.6% | +15.7% | -8.1% |
| 6M | -3.5% | -35.8% | +32.2% | +5.4% |
| YTD | +70.0% | +4.9% | +65.0% | +33.4% |
| 1Y | +50.0% | +11.3% | +38.7% | +12.1% |
| All | -51.4% | +37.4% | -88.7% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling