+252.6%
JMOM vs VT
+161.1%
+91.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.1% |
| 7D | +1.0% | -0.7% | +1.7% | +1.9% |
| 30D | -5.2% | -1.7% | -3.5% | -3.3% |
| 3M | -4.9% | -2.3% | -2.6% | -2.5% |
| 6M | +0.5% | +1.5% | -1.1% | -0.7% |
| YTD | +17.8% | +12.0% | +5.8% | +5.6% |
| 1Y | +17.1% | +12.9% | +4.2% | +4.2% |
| 3Y | +94.5% | +74.9% | +19.6% | +13.2% |
| 5Y | +73.9% | +59.9% | +14.0% | +10.5% |
| All | +252.6% | +161.1% | +91.4% | +46.2% |
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