+10.4%
JCPI vs VT
+72.2%
-61.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -0.6% | -0.7% | +0.1% | -0.6% |
| 30D | +0.7% | -1.7% | +2.5% | +0.8% |
| 3M | -1.7% | -2.3% | +0.6% | -1.6% |
| 6M | -2.8% | +1.5% | -4.3% | -3.0% |
| YTD | -0.8% | +12.0% | -12.9% | -1.8% |
| 1Y | -1.2% | +12.9% | -14.0% | -2.2% |
| 3Y | +15.7% | +74.9% | -59.2% | +9.8% |
| All | +10.4% | +72.2% | -61.8% | +3.3% |
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