-11.8%
JEMA vs VT
-0.9%
-10.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +1.9% |
| 7D | -2.9% | -2.3% | -0.6% | +1.1% |
| 30D | -12.9% | -5.0% | -7.9% | -4.5% |
| 3M | -9.6% | -4.9% | -4.8% | -1.0% |
| 6M | -11.8% | -1.5% | -10.3% | -9.0% |
| All | -11.8% | -0.9% | -10.9% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling