+2,010.2%
VRT vs JBL
+869.2%
+1,141.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | +18.6% | +10.0% | +8.6% | +11.5% |
| 30D | -11.7% | -18.2% | +6.6% | +2.6% |
| 3M | -27.3% | -29.0% | +1.7% | -7.6% |
| 6M | -42.9% | -25.9% | -17.0% | -29.3% |
| YTD | +29.5% | +14.1% | +15.4% | +21.7% |
| 1Y | +21.0% | +21.7% | -0.6% | +9.2% |
| 3Y | +403.1% | +103.8% | +299.3% | +233.7% |
| 5Y | +688.8% | +310.0% | +378.8% | +253.0% |
| All | +2,010.2% | +869.2% | +1,141.0% | +503.1% |
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