+911.8%
VLO vs JBL
+1,478.7%
-566.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | +0.2% |
| 7D | +4.0% | -1.0% | +5.0% | +4.4% |
| 30D | +19.0% | -15.1% | +34.1% | +26.8% |
| 3M | +50.0% | -14.0% | +64.0% | +57.1% |
| 6M | +79.1% | +20.6% | +58.5% | +56.7% |
| YTD | +140.3% | +32.9% | +107.4% | +98.1% |
| 1Y | +148.3% | +40.5% | +107.8% | +96.7% |
| 3Y | +194.6% | +183.7% | +10.9% | +48.3% |
| 5Y | +609.6% | +388.3% | +221.2% | +144.6% |
| All | +911.8% | +1,478.7% | -566.9% | +85.9% |
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