-47.9%
JBI vs VT
+127.8%
-175.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.1% | +0.4% | +3.6% | +3.8% |
| 30D | -9.8% | +1.0% | -10.7% | -10.3% |
| 3M | +0.6% | +2.4% | -1.8% | -1.0% |
| 6M | -25.3% | +12.0% | -37.3% | -30.5% |
| YTD | -22.2% | +15.3% | -37.5% | -28.9% |
| 1Y | -50.0% | +22.6% | -72.6% | -56.0% |
| 3Y | -55.7% | +74.7% | -130.4% | -68.1% |
| 5Y | -67.7% | +66.1% | -133.8% | -77.2% |
| All | -47.9% | +127.8% | -175.7% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling