+49.0%
JEMA vs VOO
+109.8%
-60.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.5% |
| 7D | +2.8% | +0.5% | +2.2% | +2.3% |
| 30D | +5.0% | -0.9% | +5.9% | +5.8% |
| 3M | +4.8% | +3.9% | +0.9% | +1.8% |
| 6M | +21.5% | +14.5% | +6.9% | +10.0% |
| YTD | +30.2% | +13.0% | +17.2% | +19.2% |
| 1Y | +44.1% | +19.4% | +24.7% | +26.8% |
| 3Y | +95.6% | +78.9% | +16.7% | +28.2% |
| 5Y | +46.6% | +82.3% | -35.6% | -5.3% |
| All | +49.0% | +109.8% | -60.8% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling