+262.4%
VST vs JBL
+87.5%
+174.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.2% | +9.4% | +9.9% |
| 7D | -9.8% | -12.3% | +2.5% | -2.4% |
| 30D | -25.1% | -20.2% | -5.0% | -14.6% |
| 3M | -11.6% | -30.6% | +19.0% | +7.9% |
| 6M | -20.9% | -35.8% | +14.8% | -0.4% |
| YTD | -22.3% | +4.9% | -27.2% | -29.3% |
| 1Y | -32.0% | +11.3% | -43.3% | -40.9% |
| 3Y | +262.4% | +89.1% | +173.3% | +137.4% |
| All | +262.4% | +87.5% | +174.9% | +137.4% |
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