+2,545.5%
VRT vs JBL
+1,060.9%
+1,484.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.4% |
| 7D | +2.4% | +4.0% | -1.6% | -0.1% |
| 30D | -2.7% | -7.5% | +4.8% | +2.5% |
| 3M | -9.2% | -14.1% | +4.9% | +0.9% |
| 6M | -0.5% | +25.9% | -26.4% | -13.7% |
| YTD | +62.3% | +36.7% | +25.7% | +33.7% |
| 1Y | +109.6% | +49.0% | +60.6% | +63.1% |
| 3Y | +573.1% | +191.8% | +381.3% | +250.8% |
| 5Y | +953.6% | +409.8% | +543.9% | +305.2% |
| All | +2,545.5% | +1,060.9% | +1,484.6% | +562.6% |
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 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