+89.6%
VRT vs JBL
+47.2%
+42.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.4% | -0.6% |
| 7D | -8.4% | +2.4% | -10.8% | -10.1% |
| 30D | -10.9% | -13.1% | +2.3% | +0.1% |
| 3M | -13.7% | -15.6% | +1.9% | -0.8% |
| 6M | -4.1% | +24.6% | -28.7% | -20.0% |
| YTD | +58.7% | +39.6% | +19.1% | +21.4% |
| 1Y | +89.6% | +48.6% | +41.0% | +38.2% |
| All | +89.6% | +47.2% | +42.4% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling