-60.0%
JBI vs VT
+118.8%
-178.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.9% | -0.5% | -17.4% | -17.5% |
| 7D | -16.5% | -0.1% | -16.3% | -16.2% |
| 30D | -6.5% | -3.1% | -3.4% | -4.3% |
| 3M | -27.2% | -3.5% | -23.7% | -25.2% |
| 6M | -25.0% | +0.5% | -25.4% | -24.9% |
| YTD | -40.2% | +10.8% | -51.0% | -43.7% |
| 1Y | -39.5% | +11.9% | -51.4% | -43.3% |
| 3Y | -61.0% | +73.0% | -134.0% | -71.5% |
| 5Y | -68.0% | +58.6% | -126.6% | -76.7% |
| All | -60.0% | +118.8% | -178.7% | -70.5% |
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