+231.9%
JMOM vs VT
+152.8%
+79.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | -5.5% | -2.3% | -3.2% | -3.2% |
| 30D | -11.6% | -5.0% | -6.7% | -6.8% |
| 3M | -9.7% | -4.9% | -4.8% | -4.9% |
| 6M | -4.2% | -1.5% | -2.7% | -2.4% |
| YTD | +10.9% | +8.5% | +2.4% | +2.7% |
| 1Y | +12.1% | +11.4% | +0.8% | +1.2% |
| 3Y | +85.4% | +70.1% | +15.4% | +11.0% |
| 5Y | +62.4% | +53.7% | +8.7% | +7.3% |
| All | +231.9% | +152.8% | +79.1% | +42.1% |
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 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