-34.9%
VST vs JBL
+20.8%
-55.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.8% | -9.0% | -11.7% |
| 7D | -15.7% | -11.1% | -4.6% | -11.2% |
| 30D | -17.0% | -14.1% | -2.9% | -11.2% |
| 3M | -15.9% | -23.9% | +8.1% | -6.3% |
| 6M | -25.0% | -24.1% | -0.9% | -17.4% |
| YTD | -25.1% | +13.5% | -38.6% | -32.1% |
| 1Y | -34.9% | +23.7% | -58.6% | -42.8% |
| All | -34.9% | +20.8% | -55.7% | -42.8% |
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 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