+608.4%
VST vs JBL
+299.0%
+309.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.1% |
| 7D | +6.6% | +6.3% | +0.2% | +3.5% |
| 30D | -12.4% | -13.5% | +1.1% | -5.9% |
| 3M | -9.0% | -31.3% | +22.3% | +8.1% |
| 6M | -6.4% | -28.4% | +22.0% | +7.9% |
| YTD | -17.2% | +11.6% | -28.8% | -23.8% |
| 1Y | -22.0% | +26.1% | -48.1% | -32.7% |
| 3Y | +296.7% | +97.4% | +199.3% | +184.6% |
| All | +608.4% | +299.0% | +309.4% | +285.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling