+349.1%
VT vs JBL
+1,759.2%
-1,410.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.1% |
| 7D | -2.3% | -12.3% | +10.0% | +1.6% |
| 30D | -5.0% | -20.2% | +15.2% | +1.5% |
| 3M | -4.9% | -30.6% | +25.7% | +5.3% |
| 6M | -1.5% | -35.8% | +34.2% | +10.7% |
| YTD | +8.5% | +4.9% | +3.6% | +3.4% |
| 1Y | +11.4% | +11.3% | +0.1% | +3.9% |
| 3Y | +70.1% | +89.1% | -19.0% | +27.5% |
| 5Y | +53.7% | +272.1% | -218.3% | -10.3% |
| 10Y | +220.0% | +1,150.2% | -930.2% | +18.2% |
| All | +349.1% | +1,759.2% | -1,410.1% | +19.4% |
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