+2,260.0%
VGT vs JBL
+1,315.9%
+944.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | +4.0% | -2.5% | +0.1% |
| 30D | +0.5% | -7.5% | +8.0% | +3.0% |
| 3M | +5.3% | -14.1% | +19.3% | +10.2% |
| 6M | +32.4% | +25.9% | +6.6% | +21.1% |
| YTD | +28.6% | +36.7% | -8.1% | +13.8% |
| 1Y | +37.6% | +49.0% | -11.4% | +17.6% |
| 3Y | +125.5% | +191.8% | -66.3% | +48.1% |
| 5Y | +135.2% | +409.8% | -274.6% | +27.3% |
| 10Y | +812.9% | +1,509.2% | -696.3% | +230.0% |
| All | +2,260.0% | +1,315.9% | +944.1% | +565.4% |
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