+165.8%
VXUS vs JBL
+1,338.1%
-1,172.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +2.1% | +6.3% | -4.2% | +0.3% |
| 30D | -1.1% | -13.5% | +12.4% | +2.8% |
| 3M | -5.6% | -31.3% | +25.7% | +4.3% |
| 6M | -2.3% | -28.4% | +26.2% | +5.9% |
| YTD | +10.4% | +11.6% | -1.2% | +3.9% |
| 1Y | +13.1% | +26.1% | -13.1% | +2.4% |
| 3Y | +68.0% | +97.4% | -29.4% | +26.1% |
| 5Y | +45.8% | +301.0% | -255.2% | -15.9% |
| 10Y | +144.7% | +1,151.1% | -1,006.4% | -9.1% |
| All | +165.8% | +1,338.1% | -1,172.4% | -16.8% |
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