-79.7%
JMIA vs VT
+140.2%
-219.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.8% |
| 7D | -7.2% | -1.6% | -5.6% | -3.4% |
| 30D | -25.4% | -2.5% | -22.9% | -20.8% |
| 3M | -15.3% | -1.3% | -14.0% | -12.5% |
| 6M | -26.6% | +3.1% | -29.7% | -31.4% |
| YTD | -58.7% | +10.9% | -69.6% | -67.0% |
| 1Y | -53.0% | +12.1% | -65.1% | -63.1% |
| 3Y | +91.1% | +73.9% | +17.2% | -40.0% |
| 5Y | -73.0% | +58.0% | -131.0% | -87.7% |
| All | -79.7% | +140.2% | -219.9% | -94.6% |
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