+65.0%
JBTM vs VT
+214.8%
-149.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +6.2% |
| 7D | +14.8% | -4.2% | +19.0% | +21.6% |
| 30D | +16.7% | -5.8% | +22.5% | +26.6% |
| 3M | +4.0% | -5.2% | +9.3% | +11.8% |
| 6M | -3.3% | +0.1% | -3.4% | -4.4% |
| YTD | -15.6% | +8.2% | -23.9% | -25.4% |
| 1Y | -10.0% | +10.1% | -20.1% | -22.3% |
| 3Y | +18.8% | +69.7% | -50.8% | -45.1% |
| 5Y | -22.0% | +53.4% | -75.4% | -57.3% |
| All | +65.0% | +214.8% | -149.8% | -65.8% |
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