-65.5%
JBI vs VT
+66.2%
-131.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.1% |
| 7D | +5.8% | +1.0% | +4.8% | +4.5% |
| 30D | -10.8% | -0.2% | -10.6% | -10.5% |
| 3M | +0.2% | +4.5% | -4.3% | -5.3% |
| 6M | -6.4% | +14.1% | -20.5% | -20.7% |
| YTD | -24.3% | +14.8% | -39.1% | -35.9% |
| 1Y | -51.5% | +21.2% | -72.7% | -61.5% |
| 3Y | -53.3% | +76.6% | -129.8% | -77.1% |
| 5Y | -65.5% | +66.6% | -132.1% | -81.5% |
| All | -65.5% | +66.2% | -131.7% | -81.5% |
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 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