+303.7%
JOE vs VT
+224.4%
+79.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.7% |
| 7D | +1.9% | -0.7% | +2.6% | +2.6% |
| 30D | +8.8% | -1.7% | +10.6% | +10.8% |
| 3M | +5.2% | -2.3% | +7.6% | +7.7% |
| 6M | +10.9% | +1.5% | +9.3% | +8.7% |
| YTD | +21.8% | +12.0% | +9.8% | +7.4% |
| 1Y | +20.0% | +12.9% | +7.2% | +4.9% |
| 3Y | +51.8% | +74.9% | -23.2% | -16.5% |
| 5Y | +43.4% | +59.9% | -16.5% | -12.8% |
| 10Y | +303.7% | +224.6% | +79.1% | +26.7% |
| All | +303.7% | +224.4% | +79.3% | +26.7% |
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