+1,065.6%
VRT vs JBL
+411.7%
+653.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.2% |
| 7D | +13.6% | +4.4% | +9.2% | +9.7% |
| 30D | +6.8% | -8.4% | +15.2% | +14.6% |
| 3M | -3.2% | -14.2% | +10.9% | +10.0% |
| 6M | +20.3% | +29.6% | -9.3% | -2.9% |
| YTD | +79.6% | +37.1% | +42.5% | +38.0% |
| 1Y | +139.0% | +49.5% | +89.5% | +70.0% |
| 3Y | +644.6% | +192.7% | +451.9% | +200.5% |
| All | +1,065.6% | +411.7% | +653.9% | +166.8% |
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