+1,250.4%
VUG vs JBL
+1,312.3%
-61.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | -0.1% | +3.0% | -3.1% | -1.0% |
| 30D | -0.3% | -8.3% | +7.9% | +1.9% |
| 3M | -0.7% | -16.9% | +16.2% | +3.9% |
| 6M | +14.6% | +21.8% | -7.1% | +6.6% |
| YTD | +9.0% | +36.3% | -27.3% | -2.4% |
| 1Y | +14.9% | +49.5% | -34.6% | -0.5% |
| 3Y | +86.0% | +170.6% | -84.6% | +30.8% |
| 5Y | +76.7% | +408.4% | -331.7% | +2.8% |
| 10Y | +411.3% | +1,450.4% | -1,039.1% | +110.5% |
| All | +1,250.4% | +1,312.3% | -61.8% | +325.3% |
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 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