+66.6%
JOF vs VT
+57.9%
+8.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -3.5% | -1.6% | -1.9% | -2.5% |
| 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% | +1.1% |
| YTD | +7.9% | +10.9% | -3.0% | +1.2% |
| 1Y | +17.7% | +12.1% | +5.7% | +9.7% |
| 3Y | +90.4% | +73.9% | +16.5% | +37.4% |
| All | +66.6% | +57.9% | +8.7% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling