+104.9%
JPEM vs VT
+224.4%
-119.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.5% |
| 7D | +0.8% | -0.7% | +1.5% | +1.2% |
| 30D | -2.2% | -1.7% | -0.4% | -0.9% |
| 3M | -2.2% | -2.3% | +0.1% | -0.4% |
| 6M | -2.7% | +1.5% | -4.2% | -4.1% |
| YTD | +6.9% | +12.0% | -5.2% | -2.7% |
| 1Y | +7.9% | +12.9% | -4.9% | -2.3% |
| 3Y | +46.9% | +74.9% | -28.1% | -8.4% |
| 5Y | +36.7% | +59.9% | -23.2% | -8.5% |
| 10Y | +104.9% | +224.6% | -119.7% | -33.1% |
| All | +104.9% | +224.4% | -119.4% | -33.1% |
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