+17.1%
JPIE vs VT
+55.8%
-38.6%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.2% | -2.3% | +2.2% | +0.1% |
| 30D | +0.8% | -5.0% | +5.8% | +1.3% |
| 3M | -0.3% | -4.9% | +4.6% | +0.2% |
| 6M | +0.4% | -1.5% | +2.0% | +0.5% |
| YTD | +1.8% | +8.5% | -6.7% | +0.8% |
| 1Y | +2.9% | +11.4% | -8.5% | +1.6% |
| 3Y | +21.0% | +70.1% | -49.1% | +13.0% |
| 5Y | +16.8% | +53.7% | -36.9% | +9.6% |
| All | +17.1% | +55.8% | -38.6% | +9.7% |
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