+10.5%
JPC vs VT
+53.2%
-42.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | +0.3% |
| 7D | +0.7% | -4.2% | +4.9% | +2.9% |
| 30D | +4.1% | -5.8% | +9.9% | +7.3% |
| 3M | -7.8% | -5.2% | -2.5% | -5.2% |
| 6M | -8.5% | +0.1% | -8.6% | -8.8% |
| YTD | -7.0% | +8.2% | -15.2% | -11.2% |
| 1Y | -5.7% | +10.1% | -15.8% | -10.8% |
| 3Y | +45.1% | +69.7% | -24.6% | +7.1% |
| 5Y | +10.5% | +53.4% | -42.8% | -14.9% |
| All | +10.5% | +53.2% | -42.7% | -14.9% |
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 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