-99.7%
JEM vs VT
+26.9%
-126.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +5.5% |
| 7D | -4.5% | +0.4% | -4.9% | -4.7% |
| 30D | -29.4% | -2.6% | -26.8% | -26.2% |
| 3M | -44.1% | -3.2% | -40.8% | -40.8% |
| 6M | -83.8% | +0.9% | -84.7% | -83.7% |
| YTD | -94.0% | +11.3% | -105.3% | -94.6% |
| 1Y | -96.4% | +14.0% | -110.4% | -96.6% |
| All | -99.7% | +26.9% | -126.7% | -99.6% |
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