-67.9%
JBI vs VT
+53.4%
-121.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -3.0% |
| 7D | 0.0% | -2.3% | +2.3% | +3.1% |
| 30D | +10.2% | -5.0% | +15.2% | +17.4% |
| 3M | -16.7% | -4.9% | -11.8% | -11.1% |
| 6M | -12.5% | -1.5% | -10.9% | -10.7% |
| YTD | -29.1% | +8.5% | -37.5% | -35.3% |
| 1Y | -32.8% | +11.4% | -44.1% | -40.7% |
| 3Y | -52.9% | +70.1% | -123.0% | -75.6% |
| All | -67.9% | +53.4% | -121.3% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling