-78.4%
JMIA vs VT
+134.9%
-213.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +6.9% |
| 7D | +6.4% | -2.3% | +8.7% | +12.3% |
| 30D | -18.5% | -5.0% | -13.6% | -8.1% |
| 3M | -3.5% | -4.9% | +1.4% | +8.7% |
| 6M | -26.4% | -1.5% | -24.9% | -23.7% |
| YTD | -56.0% | +8.5% | -64.5% | -63.0% |
| 1Y | -47.1% | +11.4% | -58.4% | -57.9% |
| 3Y | +110.3% | +70.1% | +40.3% | -30.4% |
| 5Y | -70.2% | +53.7% | -123.9% | -85.5% |
| All | -78.4% | +134.9% | -213.3% | -94.0% |
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 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