+30.3%
JBBB vs VT
+61.3%
-31.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | -0.1% |
| 7D | -0.2% | -2.0% | +1.8% | 0.0% |
| 30D | +0.5% | -1.4% | +1.9% | +0.6% |
| 3M | +1.8% | +4.7% | -2.9% | +1.4% |
| 6M | +3.4% | +11.4% | -8.0% | +2.4% |
| YTD | +3.3% | +13.1% | -9.8% | +2.2% |
| 1Y | +4.6% | +19.0% | -14.5% | +3.0% |
| 3Y | +24.1% | +73.9% | -49.9% | +19.0% |
| All | +30.3% | +61.3% | -31.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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