+377.4%
VT vs JBL
+2,315.0%
-1,937.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +0.4% | +3.0% | -2.6% | -0.5% |
| 30D | +1.0% | -8.3% | +9.2% | +3.4% |
| 3M | +2.4% | -16.9% | +19.3% | +7.4% |
| 6M | +12.0% | +21.8% | -9.8% | +3.3% |
| YTD | +15.3% | +36.3% | -21.0% | +2.1% |
| 1Y | +22.6% | +49.5% | -26.9% | +4.6% |
| 3Y | +74.7% | +170.6% | -96.0% | +17.0% |
| 5Y | +66.1% | +408.4% | -342.2% | -11.5% |
| 10Y | +225.0% | +1,450.4% | -1,225.4% | +13.1% |
| All | +377.4% | +2,315.0% | -1,937.6% | +18.0% |
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 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