+87.8%
JPEM vs VT
+215.5%
-127.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +1.7% | -2.3% | +4.1% | +3.6% |
| 30D | -2.8% | -5.0% | +2.2% | +1.2% |
| 3M | -3.7% | -4.9% | +1.2% | +0.2% |
| 6M | -4.2% | -1.5% | -2.7% | -3.2% |
| YTD | +5.3% | +8.5% | -3.1% | -1.5% |
| 1Y | +8.0% | +11.4% | -3.4% | -1.2% |
| 3Y | +43.4% | +70.1% | -26.7% | -8.5% |
| 5Y | +36.5% | +53.7% | -17.2% | -5.6% |
| All | +87.8% | +215.5% | -127.7% | -39.5% |
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 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