+75.0%
VT vs JBL
+103.8%
-28.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.7% | -17.0% | +15.3% | +1.7% |
| 3M | -2.3% | -27.4% | +25.1% | +3.5% |
| 6M | +1.5% | -29.1% | +30.6% | +7.4% |
| YTD | +12.0% | +13.6% | -1.6% | +7.0% |
| 1Y | +12.9% | +22.8% | -9.9% | +5.9% |
| All | +75.0% | +103.8% | -28.8% | +43.9% |
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 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