+67.0%
JBTM vs VT
+215.5%
-148.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.9% |
| 7D | +17.6% | -2.3% | +19.9% | +21.2% |
| 30D | +23.0% | -5.0% | +28.0% | +31.7% |
| 3M | +5.2% | -4.9% | +10.1% | +12.5% |
| 6M | -5.8% | -1.5% | -4.3% | -4.7% |
| YTD | -14.6% | +8.5% | -23.1% | -24.7% |
| 1Y | -8.4% | +11.4% | -19.7% | -22.1% |
| 3Y | +22.2% | +70.1% | -47.8% | -43.7% |
| 5Y | -21.1% | +53.7% | -74.8% | -56.9% |
| All | +67.0% | +215.5% | -148.6% | -65.5% |
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 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