+671.5%
JCE vs VT
+345.0%
+326.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | +0.3% |
| 7D | -4.0% | -4.2% | +0.2% | -0.4% |
| 30D | -3.8% | -5.8% | +2.0% | +1.3% |
| 3M | 0.0% | -5.2% | +5.2% | +4.6% |
| 6M | +6.1% | +0.1% | +5.9% | +5.7% |
| YTD | +10.1% | +8.2% | +1.8% | +2.5% |
| 1Y | +12.5% | +10.1% | +2.3% | +3.2% |
| 3Y | +67.0% | +69.7% | -2.7% | +5.4% |
| 5Y | +59.9% | +53.4% | +6.6% | +10.0% |
| 10Y | +258.8% | +219.2% | +39.6% | +34.4% |
| All | +671.5% | +345.0% | +326.6% | +110.1% |
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