+16.8%
JPIE vs VT
+59.1%
-42.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.5% | -3.1% | +3.6% | +0.8% |
| 3M | -0.6% | -3.5% | +2.9% | -0.3% |
| 6M | +0.1% | +0.5% | -0.4% | 0.0% |
| YTD | +1.4% | +10.8% | -9.3% | +0.2% |
| 1Y | +2.5% | +11.9% | -9.4% | +1.2% |
| 3Y | +20.8% | +73.0% | -52.1% | +12.7% |
| 5Y | +16.5% | +58.6% | -42.1% | +8.9% |
| All | +16.8% | +59.1% | -42.3% | +9.1% |
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