+4.7%
JMUB vs VT
+60.6%
-55.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | +3.1% | -1.4% | +4.6% | +3.2% |
| 3M | -0.9% | -1.4% | +0.4% | -0.9% |
| 6M | -1.0% | +5.5% | -6.5% | -1.3% |
| YTD | -0.3% | +12.8% | -13.2% | -0.9% |
| 1Y | 0.0% | +15.4% | -15.4% | -0.6% |
| 3Y | +12.5% | +76.9% | -64.4% | +9.5% |
| 5Y | +4.7% | +60.4% | -55.7% | +1.5% |
| All | +4.7% | +60.6% | -55.9% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling