+122.5%
JOE vs VT
+355.4%
-233.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.5% |
| 7D | +8.7% | -0.1% | +8.8% | +8.9% |
| 30D | +12.4% | -3.1% | +15.5% | +16.1% |
| 3M | +10.3% | -3.5% | +13.8% | +14.3% |
| 6M | +11.4% | +0.5% | +10.9% | +10.4% |
| YTD | +23.7% | +10.8% | +12.9% | +10.3% |
| 1Y | +25.3% | +11.9% | +13.4% | +10.5% |
| 3Y | +54.1% | +73.0% | -18.9% | -13.9% |
| 5Y | +49.3% | +58.6% | -9.3% | -7.5% |
| 10Y | +325.7% | +219.2% | +106.5% | +28.4% |
| All | +122.5% | +355.4% | -233.0% | -49.2% |
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 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