-18.9%
VST vs JBL
+48.2%
-67.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.4% |
| 7D | +9.9% | +4.4% | +5.5% | +7.9% |
| 30D | +7.9% | -8.4% | +16.4% | +11.7% |
| 3M | +3.4% | -14.2% | +17.6% | +9.2% |
| 6M | -4.1% | +29.6% | -33.7% | -19.2% |
| YTD | -5.7% | +37.1% | -42.8% | -23.3% |
| 1Y | -18.9% | +49.5% | -68.4% | -37.8% |
| All | -18.9% | +48.2% | -67.0% | -37.8% |
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