-97.8%
JOB vs VT
+345.0%
-442.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +2.1% |
| 7D | -9.5% | -4.2% | -5.4% | -7.6% |
| 30D | -13.6% | -5.8% | -7.8% | -11.0% |
| 3M | -9.5% | -5.2% | -4.3% | -7.1% |
| 6M | -17.4% | +0.1% | -17.5% | -17.6% |
| YTD | -5.0% | +8.2% | -13.2% | -9.0% |
| 1Y | +5.6% | +10.1% | -4.6% | +0.2% |
| 3Y | -66.1% | +69.7% | -135.7% | -74.2% |
| 5Y | -60.4% | +53.4% | -113.8% | -68.5% |
| 10Y | -95.8% | +219.2% | -315.0% | -97.5% |
| All | -97.8% | +345.0% | -442.8% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling