+221.8%
VT vs JBL
+1,148.2%
-926.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.4% |
| 7D | +2.4% | +6.3% | -4.0% | +0.5% |
| 30D | -1.5% | -13.5% | +12.0% | +2.5% |
| 3M | -4.1% | -31.3% | +27.2% | +6.3% |
| 6M | +0.6% | -28.4% | +29.0% | +9.1% |
| YTD | +11.0% | +11.6% | -0.6% | +3.6% |
| 1Y | +13.3% | +26.1% | -12.8% | +1.5% |
| 3Y | +73.4% | +97.4% | -24.0% | +27.4% |
| 5Y | +57.4% | +301.0% | -243.6% | -13.8% |
| All | +221.8% | +1,148.2% | -926.4% | +19.9% |
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