-95.8%
JOB vs VT
+223.7%
-319.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +0.8% |
| 7D | -1.3% | +0.4% | -1.6% | -1.6% |
| 30D | -9.3% | -2.6% | -6.7% | -7.4% |
| 3M | -4.6% | -3.2% | -1.4% | -2.2% |
| 6M | -24.6% | +0.9% | -25.5% | -25.6% |
| YTD | -0.1% | +11.3% | -11.4% | -9.1% |
| 1Y | +6.7% | +14.0% | -7.3% | -4.9% |
| 3Y | -64.7% | +75.8% | -140.6% | -78.6% |
| 5Y | -60.9% | +57.8% | -118.7% | -74.0% |
| 10Y | -95.8% | +219.8% | -315.6% | -98.0% |
| All | -95.8% | +223.7% | -319.5% | -98.0% |
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