+113.0%
VWO vs JBL
+1,558.3%
-1,445.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.4% | -0.7% |
| 7D | -1.8% | +2.4% | -4.2% | -2.5% |
| 30D | -0.1% | -13.1% | +13.0% | +3.7% |
| 3M | +2.2% | -15.6% | +17.8% | +6.4% |
| 6M | +8.8% | +24.6% | -15.8% | +0.7% |
| YTD | +12.4% | +39.6% | -27.2% | +0.3% |
| 1Y | +15.6% | +48.6% | -33.0% | +0.6% |
| 3Y | +62.5% | +197.3% | -134.7% | +8.3% |
| 5Y | +34.3% | +413.0% | -378.7% | -28.1% |
| All | +113.0% | +1,558.3% | -1,445.3% | -24.2% |
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