+75.7%
VTI vs JBL
+195.4%
-119.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | -0.2% |
| 7D | -0.9% | +2.4% | -3.3% | -1.4% |
| 30D | -1.4% | -13.1% | +11.7% | +1.3% |
| 3M | +3.6% | -15.6% | +19.2% | +6.6% |
| 6M | +13.6% | +24.6% | -11.0% | +6.9% |
| YTD | +12.9% | +39.6% | -26.7% | +3.3% |
| 1Y | +17.2% | +48.6% | -31.4% | +5.2% |
| 3Y | +75.7% | +197.3% | -121.6% | +35.3% |
| All | +75.7% | +195.4% | -119.8% | +35.3% |
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