+265.7%
JOE vs VT
+222.7%
+43.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | +0.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.3% |
| 30D | -3.4% | -0.7% | -2.8% | -2.8% |
| 3M | -2.3% | +4.0% | -6.3% | -6.3% |
| 6M | -8.2% | +12.3% | -20.5% | -19.0% |
| YTD | +8.3% | +14.0% | -5.7% | -6.1% |
| 1Y | +26.9% | +20.3% | +6.6% | +3.7% |
| 3Y | +11.3% | +75.4% | -64.2% | -38.8% |
| 5Y | +54.1% | +66.0% | -11.9% | -9.6% |
| 10Y | +265.7% | +228.2% | +37.5% | +13.2% |
| All | +265.7% | +222.7% | +43.0% | +13.2% |
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