+361.1%
VST vs JBL
+181.2%
+179.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.7% |
| 7D | +8.9% | +3.0% | +5.9% | +7.2% |
| 30D | +6.2% | -8.3% | +14.5% | +10.5% |
| 3M | -2.7% | -16.9% | +14.2% | +5.5% |
| 6M | -8.4% | +21.8% | -30.1% | -20.6% |
| YTD | -7.2% | +36.3% | -43.5% | -24.9% |
| 1Y | -20.9% | +49.5% | -70.4% | -39.8% |
| All | +361.1% | +181.2% | +179.9% | +181.4% |
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