+925.4%
JBTM vs VT
+371.4%
+554.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | +9.0% | -1.6% | +10.6% | +11.1% |
| 30D | +8.7% | -2.5% | +11.2% | +11.9% |
| 3M | -16.9% | -1.3% | -15.6% | -15.9% |
| 6M | +2.4% | +3.1% | -0.7% | -1.5% |
| YTD | -21.5% | +10.9% | -32.4% | -30.7% |
| 1Y | -5.0% | +12.1% | -17.1% | -17.3% |
| 3Y | +10.6% | +73.9% | -63.3% | -42.0% |
| 5Y | -23.7% | +58.0% | -81.7% | -54.2% |
| 10Y | +57.4% | +225.5% | -168.0% | -54.3% |
| All | +925.4% | +371.4% | +554.0% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling