+614.6%
VLO vs JBL
+410.1%
+204.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +6.2% | +4.0% | +2.2% | +5.4% |
| 30D | +23.5% | -7.5% | +31.0% | +25.3% |
| 3M | +53.9% | -14.1% | +67.9% | +57.7% |
| 6M | +81.7% | +25.9% | +55.8% | +67.0% |
| YTD | +142.5% | +36.7% | +105.8% | +116.2% |
| 1Y | +145.4% | +49.0% | +96.4% | +111.8% |
| 3Y | +197.3% | +191.8% | +5.5% | +98.1% |
| 5Y | +614.6% | +409.8% | +204.8% | +266.6% |
| All | +614.6% | +410.1% | +204.5% | +266.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling