+66.3%
JMEE vs VT
+83.2%
-16.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | -2.3% | -2.3% | 0.0% | +0.1% |
| 30D | -1.7% | -5.0% | +3.3% | +3.8% |
| 3M | -6.2% | -4.9% | -1.3% | -1.1% |
| 6M | -1.9% | -1.5% | -0.3% | -0.5% |
| YTD | +13.5% | +8.5% | +5.0% | +3.4% |
| 1Y | +17.9% | +11.4% | +6.5% | +4.3% |
| 3Y | +57.9% | +70.1% | -12.1% | -11.4% |
| All | +66.3% | +83.2% | -16.9% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling