+82.0%
JOET vs VT
+95.5%
-13.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -4.4% | -2.3% | -2.1% | -2.1% |
| 30D | -5.4% | -5.0% | -0.5% | -0.4% |
| 3M | -6.6% | -4.9% | -1.7% | -1.8% |
| 6M | -0.7% | -1.5% | +0.9% | +0.7% |
| YTD | +3.1% | +8.5% | -5.4% | -5.5% |
| 1Y | +3.7% | +11.4% | -7.7% | -7.5% |
| 3Y | +60.3% | +70.1% | -9.8% | -7.1% |
| 5Y | +38.3% | +53.7% | -15.5% | -10.2% |
| All | +82.0% | +95.5% | -13.5% | -2.5% |
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