-39.3%
VG vs JBL
+78.4%
-117.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +1.7% | +3.0% | -1.3% | +1.0% |
| 30D | +16.0% | -8.3% | +24.3% | +17.7% |
| 3M | +9.7% | -16.9% | +26.6% | +13.9% |
| 6M | +29.6% | +21.8% | +7.8% | +6.8% |
| YTD | +112.0% | +36.3% | +75.7% | +56.9% |
| 1Y | +12.8% | +49.5% | -36.7% | -24.0% |
| All | -39.3% | +78.4% | -117.8% | -66.7% |
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