-71.4%
JMIA vs VT
+149.7%
-221.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | +5.0% | +0.4% | +4.6% | +3.9% |
| 30D | +24.2% | +1.0% | +23.2% | +21.8% |
| 3M | +5.0% | +2.4% | +2.7% | +0.3% |
| 6M | -8.3% | +12.0% | -20.3% | -29.0% |
| YTD | -41.6% | +15.3% | -57.0% | -57.4% |
| 1Y | -11.0% | +22.6% | -33.6% | -42.7% |
| 3Y | +133.7% | +74.7% | +59.0% | -27.0% |
| 5Y | -64.9% | +66.1% | -131.0% | -85.5% |
| All | -71.4% | +149.7% | -221.1% | -93.1% |
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