+23.2%
JMUB vs VT
+157.3%
-134.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | +3.0% | -2.5% | +5.5% | +3.1% |
| 3M | -1.1% | -1.3% | +0.2% | -1.0% |
| 6M | -1.4% | +3.1% | -4.5% | -1.6% |
| YTD | -0.7% | +10.9% | -11.6% | -1.3% |
| 1Y | -0.2% | +12.1% | -12.3% | -0.9% |
| 3Y | +12.0% | +73.9% | -61.8% | +8.6% |
| 5Y | +4.5% | +58.0% | -53.5% | +1.7% |
| All | +23.2% | +157.3% | -134.1% | +14.1% |
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