+27.7%
JEMA vs VT
+73.1%
-45.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.0% |
| 7D | -2.9% | -2.3% | -0.6% | -0.5% |
| 30D | -12.9% | -5.0% | -7.9% | -8.2% |
| 3M | -9.6% | -4.9% | -4.8% | -4.7% |
| 6M | -11.8% | -1.5% | -10.3% | -9.6% |
| YTD | +11.6% | +8.5% | +3.1% | +4.9% |
| 1Y | +14.2% | +11.4% | +2.9% | +4.8% |
| 3Y | +68.9% | +70.1% | -1.2% | +6.5% |
| 5Y | +28.0% | +53.7% | -25.7% | -10.7% |
| All | +27.7% | +73.1% | -45.4% | -22.0% |
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 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