+296.7%
VST vs JBL
+100.1%
+196.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.2% |
| 7D | +6.6% | +6.3% | +0.2% | +2.9% |
| 30D | -12.4% | -13.5% | +1.1% | -4.5% |
| 3M | -9.0% | -31.3% | +22.3% | +11.9% |
| 6M | -6.4% | -28.4% | +22.0% | +10.8% |
| YTD | -17.2% | +11.6% | -28.8% | -27.2% |
| 1Y | -22.0% | +26.1% | -48.1% | -37.2% |
| 3Y | +296.7% | +97.4% | +199.3% | +151.4% |
| All | +296.7% | +100.1% | +196.5% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling