+72.6%
JMEE vs VT
+90.6%
-18.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | -1.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.5% |
| 30D | +0.6% | -1.4% | +2.0% | +2.1% |
| 3M | -3.6% | -1.4% | -2.2% | -2.2% |
| 6M | +4.5% | +5.5% | -0.9% | -1.6% |
| YTD | +17.8% | +12.8% | +5.0% | +2.9% |
| 1Y | +22.5% | +15.4% | +7.1% | +4.4% |
| 3Y | +62.7% | +76.9% | -14.2% | -12.5% |
| All | +72.6% | +90.6% | -18.0% | -15.6% |
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