+48.9%
JEMA vs VT
+84.1%
-35.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.5% | +0.4% | +2.1% | +2.1% |
| 30D | +4.4% | +1.0% | +3.4% | +3.4% |
| 3M | -0.1% | +2.4% | -2.5% | -2.0% |
| 6M | +17.7% | +12.0% | +5.7% | +6.4% |
| YTD | +30.1% | +15.3% | +14.7% | +14.7% |
| 1Y | +47.2% | +22.6% | +24.6% | +22.9% |
| 3Y | +91.3% | +74.7% | +16.6% | +16.6% |
| 5Y | +45.3% | +66.1% | -20.8% | -6.4% |
| All | +48.9% | +84.1% | -35.1% | -14.6% |
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 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