+259.7%
JPC vs VT
+356.1%
-96.4%
-69.0%
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 | +2.1% | -1.6% | +3.7% | +3.3% |
| 30D | +1.4% | -2.5% | +3.9% | +3.3% |
| 3M | -8.2% | -1.3% | -6.9% | -7.4% |
| 6M | -9.0% | +3.1% | -12.1% | -11.4% |
| YTD | -7.1% | +10.9% | -18.1% | -14.6% |
| 1Y | -6.2% | +12.1% | -18.3% | -14.4% |
| 3Y | +44.9% | +73.9% | -29.0% | -6.8% |
| 5Y | +9.8% | +58.0% | -48.1% | -24.9% |
| 10Y | +66.9% | +225.5% | -158.6% | -37.2% |
| All | +259.7% | +356.1% | -96.4% | -5.4% |
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