+267.1%
JOF vs VT
+374.2%
-107.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.5% | +0.4% | +1.1% | +1.2% |
| 30D | +7.9% | +1.0% | +7.0% | +7.2% |
| 3M | +13.5% | +2.4% | +11.1% | +11.7% |
| 6M | +13.9% | +12.0% | +1.8% | +5.4% |
| YTD | +23.2% | +15.3% | +7.9% | +11.8% |
| 1Y | +32.0% | +22.6% | +9.4% | +15.0% |
| 3Y | +108.5% | +74.7% | +33.8% | +42.2% |
| 5Y | +79.6% | +66.1% | +13.4% | +25.2% |
| 10Y | +185.2% | +225.0% | -39.8% | +22.3% |
| All | +267.1% | +374.2% | -107.1% | +15.5% |
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