+82.6%
VOO vs JBL
+390.6%
-308.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.1% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -1.7% | -15.1% | +13.4% | +2.4% |
| 3M | +4.7% | -14.0% | +18.8% | +8.0% |
| 6M | +12.6% | +20.6% | -8.1% | +4.9% |
| YTD | +11.8% | +32.9% | -21.1% | +0.8% |
| 1Y | +17.5% | +40.5% | -23.0% | +3.6% |
| 3Y | +77.0% | +183.7% | -106.8% | +18.4% |
| 5Y | +82.6% | +388.3% | -305.8% | -7.9% |
| All | +82.6% | +390.6% | -308.0% | -7.9% |
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 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