+321.7%
VWO vs JBL
+1,452.6%
-1,130.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.4% | -1.0% |
| 7D | -1.8% | +2.4% | -4.2% | -2.6% |
| 30D | -0.1% | -13.1% | +13.0% | +4.3% |
| 3M | +2.2% | -15.6% | +17.8% | +7.1% |
| 6M | +8.8% | +24.6% | -15.8% | -0.7% |
| YTD | +12.4% | +39.6% | -27.2% | -1.8% |
| 1Y | +15.6% | +48.6% | -33.0% | -2.0% |
| 3Y | +62.5% | +197.3% | -134.7% | +2.1% |
| 5Y | +34.3% | +413.0% | -378.7% | -32.5% |
| 10Y | +114.8% | +1,543.9% | -1,429.1% | -34.2% |
| All | +321.7% | +1,452.6% | -1,130.9% | -11.9% |
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