+402.8%
VUG vs JBL
+1,148.2%
-745.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.2% |
| 7D | +2.5% | +6.3% | -3.8% | +0.3% |
| 30D | -6.3% | -13.5% | +7.2% | -1.7% |
| 3M | -6.0% | -31.3% | +25.3% | +6.0% |
| 6M | -3.5% | -28.4% | +24.9% | +6.1% |
| YTD | +3.9% | +11.6% | -7.7% | -4.1% |
| 1Y | +5.1% | +26.1% | -21.0% | -7.5% |
| 3Y | +77.9% | +97.4% | -19.5% | +25.5% |
| 5Y | +62.4% | +301.0% | -238.6% | -16.5% |
| All | +402.8% | +1,148.2% | -745.4% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling