-61.6%
JBI vs VT
+119.9%
-181.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -2.9% |
| 7D | -21.4% | +2.9% | -24.3% | -22.9% |
| 30D | -12.4% | -2.5% | -9.9% | -10.7% |
| 3M | -23.0% | -3.3% | -19.7% | -20.9% |
| 6M | -24.4% | +1.5% | -25.9% | -25.0% |
| YTD | -42.7% | +11.4% | -54.0% | -46.2% |
| 1Y | -39.9% | +11.9% | -51.8% | -43.7% |
| 3Y | -62.6% | +73.9% | -136.5% | -72.8% |
| 5Y | -71.7% | +57.9% | -129.6% | -79.4% |
| All | -61.6% | +119.9% | -181.5% | -71.8% |
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