-87.2%
JOBX vs VT
+21.2%
-108.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +6.2% |
| 7D | +5.0% | +1.0% | +4.0% | -1.2% |
| 30D | -38.5% | -0.2% | -38.3% | -37.6% |
| 3M | -56.5% | +4.5% | -61.0% | -64.4% |
| 6M | -62.3% | +14.1% | -76.3% | -78.0% |
| YTD | -82.6% | +14.8% | -97.4% | -90.2% |
| All | -87.2% | +21.2% | -108.4% | -94.0% |
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