+50.5%
JOE vs VT
+66.2%
-15.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.3% |
| 7D | -1.3% | +1.0% | -2.3% | -2.3% |
| 30D | -4.4% | -0.2% | -4.2% | -4.2% |
| 3M | -0.3% | +4.5% | -4.8% | -5.2% |
| 6M | -6.2% | +14.1% | -20.2% | -19.4% |
| YTD | +8.9% | +14.8% | -5.8% | -7.2% |
| 1Y | +23.2% | +21.2% | +2.0% | -1.8% |
| 3Y | +11.9% | +76.6% | -64.6% | -43.4% |
| 5Y | +50.5% | +66.6% | -16.0% | -14.4% |
| All | +50.5% | +66.2% | -15.7% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling