+948.7%
VTI vs JBL
+1,506.8%
-558.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.4% | +4.0% | -4.4% | -1.4% |
| 30D | -1.6% | -7.5% | +5.9% | +0.2% |
| 3M | +3.6% | -14.1% | +17.6% | +6.9% |
| 6M | +13.0% | +25.9% | -12.9% | +4.6% |
| YTD | +12.7% | +36.7% | -24.0% | +1.5% |
| 1Y | +18.4% | +49.0% | -30.6% | +3.5% |
| 3Y | +76.4% | +191.8% | -115.3% | +24.0% |
| 5Y | +73.7% | +409.8% | -336.1% | +3.6% |
| 10Y | +302.5% | +1,509.2% | -1,206.7% | +71.1% |
| All | +948.7% | +1,506.8% | -558.1% | +216.4% |
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