+1,216.9%
VST vs JBL
+1,416.4%
-199.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.9% |
| 7D | +8.9% | +3.0% | +5.9% | +7.6% |
| 30D | +6.2% | -8.3% | +14.5% | +9.7% |
| 3M | -2.7% | -16.9% | +14.2% | +3.9% |
| 6M | -8.4% | +21.8% | -30.1% | -17.3% |
| YTD | -7.2% | +36.3% | -43.5% | -20.2% |
| 1Y | -20.9% | +49.5% | -70.4% | -34.9% |
| 3Y | +384.0% | +170.6% | +213.4% | +216.0% |
| 5Y | +757.1% | +408.4% | +348.7% | +333.2% |
| All | +1,216.9% | +1,416.4% | -199.6% | +344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling