+36.1%
JPEM vs VT
+58.5%
-22.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +1.5% | +2.9% | -1.4% | -0.4% |
| 30D | -3.0% | -2.5% | -0.5% | -1.4% |
| 3M | -2.8% | -3.3% | +0.5% | -0.7% |
| 6M | -2.2% | +1.5% | -3.7% | -3.2% |
| YTD | +6.2% | +11.4% | -5.2% | -0.9% |
| 1Y | +6.9% | +11.9% | -5.0% | -0.5% |
| 3Y | +45.9% | +73.9% | -28.0% | +2.8% |
| 5Y | +36.1% | +57.9% | -21.7% | +2.0% |
| All | +36.1% | +58.5% | -22.4% | +2.0% |
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