+53.4%
VT vs JBL
+270.2%
-216.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.1% |
| 7D | -2.3% | -12.3% | +10.0% | +0.9% |
| 30D | -5.0% | -20.2% | +15.2% | +0.3% |
| 3M | -4.9% | -30.6% | +25.7% | +3.5% |
| 6M | -1.5% | -35.8% | +34.2% | +8.5% |
| YTD | +8.5% | +4.9% | +3.6% | +3.8% |
| 1Y | +11.4% | +11.3% | +0.1% | +4.6% |
| 3Y | +70.1% | +89.1% | -19.0% | +30.5% |
| All | +53.4% | +270.2% | -216.8% | -17.0% |
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