+129.3%
JOE vs VT
+357.6%
-228.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | +4.7% |
| 7D | +9.0% | +0.4% | +8.7% | +8.7% |
| 30D | +15.8% | -2.6% | +18.4% | +19.0% |
| 3M | +11.8% | -3.2% | +15.0% | +15.6% |
| 6M | +14.7% | +0.9% | +13.8% | +13.1% |
| YTD | +27.5% | +11.3% | +16.1% | +13.1% |
| 1Y | +29.6% | +14.0% | +15.6% | +12.1% |
| 3Y | +60.3% | +75.8% | -15.6% | -12.0% |
| 5Y | +52.0% | +57.8% | -5.8% | -5.3% |
| 10Y | +337.4% | +219.8% | +117.6% | +31.7% |
| All | +129.3% | +357.6% | -228.4% | -47.9% |
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