-97.2%
JOB vs VT
+374.2%
-471.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.0% | +0.4% | -4.4% | -4.2% |
| 30D | +14.3% | +1.0% | +13.3% | +13.7% |
| 3M | +4.3% | +2.4% | +2.0% | +2.9% |
| 6M | 0.0% | +12.0% | -12.0% | -5.9% |
| YTD | +20.0% | +15.3% | +4.7% | +11.3% |
| 1Y | +26.3% | +22.6% | +3.7% | +13.5% |
| 3Y | -60.0% | +74.7% | -134.7% | -70.0% |
| 5Y | -54.7% | +66.1% | -120.9% | -65.3% |
| 10Y | -95.5% | +225.0% | -320.5% | -97.4% |
| All | -97.2% | +374.2% | -471.4% | -98.9% |
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