+219.2%
VT vs JBL
+1,127.6%
-908.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -0.1% | -8.1% | +7.9% | +2.2% |
| 30D | -3.1% | -18.4% | +15.4% | +2.6% |
| 3M | -3.5% | -25.8% | +22.3% | +4.4% |
| 6M | +0.5% | -29.6% | +30.1% | +9.5% |
| YTD | +10.8% | +9.6% | +1.1% | +3.9% |
| 1Y | +11.9% | +14.1% | -2.2% | +3.4% |
| 3Y | +73.0% | +95.9% | -22.9% | +27.3% |
| 5Y | +58.6% | +298.3% | -239.7% | -13.0% |
| 10Y | +219.2% | +1,150.1% | -930.9% | +19.7% |
| All | +219.2% | +1,127.6% | -908.4% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling