+74.7%
JBTM vs VT
+224.5%
-149.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -1.1% |
| 30D | -3.4% | +1.0% | -4.4% | -4.8% |
| 3M | -5.9% | +2.4% | -8.3% | -9.4% |
| 6M | -23.8% | +12.0% | -35.8% | -35.4% |
| YTD | -21.7% | +15.3% | -37.0% | -36.4% |
| 1Y | -16.7% | +22.6% | -39.3% | -38.1% |
| 3Y | +7.2% | +74.7% | -67.4% | -52.2% |
| 5Y | -19.7% | +66.1% | -85.8% | -60.6% |
| All | +74.7% | +224.5% | -149.8% | -65.6% |
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