-72.2%
JMIA vs VT
+53.2%
-125.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | +5.7% |
| 7D | -8.9% | -4.2% | -4.7% | +2.9% |
| 30D | -24.9% | -5.8% | -19.1% | -10.9% |
| 3M | -12.9% | -5.2% | -7.7% | +1.5% |
| 6M | -24.0% | +0.1% | -24.1% | -24.9% |
| YTD | -59.1% | +8.2% | -67.3% | -67.5% |
| 1Y | -53.7% | +10.1% | -63.8% | -64.8% |
| 3Y | +89.3% | +69.7% | +19.6% | -58.7% |
| 5Y | -72.2% | +53.4% | -125.6% | -90.3% |
| All | -72.2% | +53.2% | -125.4% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling