+20.8%
JCPB vs VT
+159.4%
-138.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | +0.4% | -0.7% | -0.3% |
| 30D | -0.4% | +1.0% | -1.4% | -0.4% |
| 3M | -0.5% | +2.4% | -2.9% | -0.6% |
| 6M | -1.3% | +12.0% | -13.3% | -1.8% |
| YTD | +0.2% | +15.3% | -15.1% | -0.5% |
| 1Y | +2.1% | +22.6% | -20.5% | +1.1% |
| 3Y | +16.8% | +74.7% | -57.9% | +14.0% |
| 5Y | +3.6% | +66.1% | -62.5% | +0.8% |
| All | +20.8% | +159.4% | -138.6% | +17.4% |
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