-97.7%
JBIO vs VT
+70.9%
-168.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -7.6% |
| 7D | -10.1% | -1.1% | -9.0% | -8.9% |
| 30D | -22.9% | -1.0% | -21.9% | -22.1% |
| 3M | +11.3% | +3.2% | +8.1% | +6.3% |
| 6M | +27.6% | +12.5% | +15.1% | +9.6% |
| YTD | +15.9% | +14.1% | +1.9% | -2.2% |
| 1Y | +130.5% | +18.9% | +111.6% | +85.2% |
| 3Y | -96.1% | +74.1% | -170.2% | -98.5% |
| 5Y | -97.5% | +66.9% | -164.4% | -99.0% |
| All | -97.7% | +70.9% | -168.6% | -99.1% |
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 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