+42.9%
JEMA vs VOO
+80.3%
-37.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | -1.2% | -2.0% | +0.8% | +0.4% |
| 30D | +2.3% | -1.7% | +4.0% | +3.7% |
| 3M | +3.5% | +4.7% | -1.2% | 0.0% |
| 6M | +15.4% | +12.6% | +2.9% | +6.0% |
| YTD | +26.5% | +11.8% | +14.8% | +16.9% |
| 1Y | +38.0% | +17.5% | +20.5% | +23.0% |
| 3Y | +90.1% | +77.0% | +13.1% | +25.9% |
| 5Y | +42.9% | +82.6% | -39.7% | -7.6% |
| All | +42.9% | +80.3% | -37.5% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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