+688.2%
JCE vs VT
+374.2%
+314.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | +6.2% | +2.4% | +3.8% | +4.0% |
| 6M | +13.1% | +12.0% | +1.1% | +2.4% |
| YTD | +12.4% | +15.3% | -2.9% | -0.7% |
| 1Y | +17.9% | +22.6% | -4.7% | -1.3% |
| 3Y | +70.9% | +74.7% | -3.7% | +5.4% |
| 5Y | +69.3% | +66.1% | +3.1% | +8.8% |
| 10Y | +228.2% | +225.0% | +3.2% | +20.8% |
| All | +688.2% | +374.2% | +314.0% | +103.4% |
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 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