+20.3%
JBTM vs VT
+76.6%
-56.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.2% | +4.9% |
| 7D | +17.4% | -0.3% | +17.7% | +17.8% |
| 30D | +15.0% | -1.4% | +16.5% | +17.1% |
| 3M | -4.6% | -1.4% | -3.2% | -3.0% |
| 6M | +8.6% | +5.5% | +3.2% | +1.3% |
| YTD | -16.0% | +12.8% | -28.8% | -28.1% |
| 1Y | -8.5% | +15.4% | -23.9% | -23.9% |
| All | +20.3% | +76.6% | -56.3% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling