-99.7%
JEM vs VT
+26.3%
-126.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.6% |
| 7D | -6.9% | -0.1% | -6.8% | -6.4% |
| 30D | -33.1% | -3.1% | -30.0% | -29.5% |
| 3M | -41.8% | -3.5% | -38.3% | -38.1% |
| 6M | -84.6% | +0.5% | -85.1% | -84.4% |
| YTD | -94.3% | +10.8% | -105.1% | -94.8% |
| 1Y | -96.6% | +11.9% | -108.5% | -96.9% |
| All | -99.7% | +26.3% | -126.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling