-99.6%
JEM vs VT
+31.5%
-131.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.6% | -4.6% |
| 7D | -10.9% | +0.4% | -11.3% | -11.4% |
| 30D | -18.8% | +1.0% | -19.8% | -19.6% |
| 3M | -78.9% | +2.4% | -81.3% | -79.6% |
| 6M | -78.1% | +12.0% | -90.1% | -82.3% |
| YTD | -90.3% | +15.3% | -105.7% | -91.8% |
| 1Y | -95.9% | +22.6% | -118.5% | -95.7% |
| All | -99.6% | +31.5% | -131.1% | -99.4% |
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