-22.0%
JBTM vs VT
+53.2%
-75.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +5.7% |
| 7D | +14.8% | -4.2% | +19.0% | +21.1% |
| 30D | +16.7% | -5.8% | +22.5% | +25.8% |
| 3M | +4.0% | -5.2% | +9.3% | +11.2% |
| 6M | -3.3% | +0.1% | -3.4% | -4.3% |
| YTD | -15.6% | +8.2% | -23.9% | -24.8% |
| 1Y | -10.0% | +10.1% | -20.1% | -21.6% |
| 3Y | +18.8% | +69.7% | -50.8% | -42.7% |
| 5Y | -22.0% | +53.4% | -75.4% | -55.4% |
| All | -22.0% | +53.2% | -75.2% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling