+229.8%
JCE vs VT
+224.5%
+5.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | +2.1% | +1.0% | +1.2% | +1.2% |
| 3M | +6.2% | +2.4% | +3.8% | +3.7% |
| 6M | +13.1% | +12.0% | +1.1% | +1.3% |
| YTD | +12.4% | +15.3% | -2.9% | -2.1% |
| 1Y | +17.9% | +22.6% | -4.7% | -3.1% |
| 3Y | +70.9% | +74.7% | -3.7% | -0.4% |
| 5Y | +69.3% | +66.1% | +3.1% | +3.4% |
| All | +229.8% | +224.5% | +5.3% | +7.4% |
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 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