+81.2%
JOET vs VT
+95.1%
-13.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | -0.2% |
| 7D | -6.5% | -4.2% | -2.3% | -2.4% |
| 30D | -6.7% | -5.8% | -0.9% | -0.8% |
| 3M | -7.5% | -5.2% | -2.3% | -2.4% |
| 6M | +0.2% | +0.1% | 0.0% | -0.2% |
| YTD | +2.6% | +8.2% | -5.6% | -5.7% |
| 1Y | +2.0% | +10.1% | -8.1% | -7.9% |
| 3Y | +59.0% | +69.7% | -10.6% | -7.6% |
| 5Y | +37.7% | +53.4% | -15.7% | -10.4% |
| All | +81.2% | +95.1% | -13.9% | -2.7% |
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 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