+134.9%
JOF vs VT
+226.2%
-91.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -3.5% | -1.6% | -1.9% | -2.4% |
| 30D | -12.1% | -2.5% | -9.6% | -10.6% |
| 3M | -2.3% | -1.3% | -1.0% | -1.4% |
| 6M | +3.0% | +3.1% | -0.1% | +1.0% |
| YTD | +7.9% | +10.9% | -3.0% | +0.9% |
| 1Y | +17.7% | +12.1% | +5.7% | +9.3% |
| 3Y | +90.4% | +73.9% | +16.5% | +33.0% |
| 5Y | +67.2% | +58.0% | +9.2% | +23.4% |
| All | +134.9% | +226.2% | -91.4% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling