+75.0%
VTI vs JBL
+409.3%
-334.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | -0.6% |
| 7D | -0.9% | +2.4% | -3.3% | -1.6% |
| 30D | -1.4% | -13.1% | +11.7% | +2.2% |
| 3M | +3.6% | -15.6% | +19.2% | +7.7% |
| 6M | +13.6% | +24.6% | -11.0% | +4.5% |
| YTD | +12.9% | +39.6% | -26.7% | -0.1% |
| 1Y | +17.2% | +48.6% | -31.4% | +1.0% |
| 3Y | +75.7% | +197.3% | -121.6% | +13.7% |
| All | +75.0% | +409.3% | -334.3% | -15.8% |
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