+1,934.0%
VRT vs JBL
+847.9%
+1,086.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.1% |
| 7D | +10.5% | +6.3% | +4.2% | +6.3% |
| 30D | -9.3% | -13.5% | +4.2% | +1.6% |
| 3M | -29.6% | -31.3% | +1.7% | -8.4% |
| 6M | -45.4% | -28.4% | -16.9% | -30.7% |
| YTD | +24.8% | +11.6% | +13.2% | +19.1% |
| 1Y | +23.6% | +26.1% | -2.5% | +9.2% |
| 3Y | +379.7% | +97.4% | +282.3% | +224.9% |
| 5Y | +660.3% | +301.0% | +359.3% | +245.5% |
| All | +1,934.0% | +847.9% | +1,086.1% | +490.4% |
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