+2,723.0%
VRT vs JBL
+1,057.9%
+1,665.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.8% | +3.3% |
| 7D | +9.1% | +3.0% | +6.1% | +7.0% |
| 30D | +0.9% | -8.3% | +9.2% | +6.8% |
| 3M | -13.4% | -16.9% | +3.5% | -1.6% |
| 6M | +11.7% | +21.8% | -10.1% | -1.0% |
| YTD | +73.2% | +36.3% | +36.9% | +42.9% |
| 1Y | +123.4% | +49.5% | +73.9% | +73.4% |
| 3Y | +606.2% | +170.6% | +435.5% | +284.0% |
| 5Y | +899.9% | +408.4% | +491.5% | +285.2% |
| All | +2,723.0% | +1,057.9% | +1,665.1% | +608.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling