+191.8%
JPME vs VT
+223.7%
-31.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -0.2% |
| 7D | +0.5% | +0.4% | +0.1% | 0.0% |
| 30D | +4.1% | -2.6% | +6.7% | +6.5% |
| 3M | -0.9% | -3.2% | +2.3% | +1.9% |
| 6M | +5.2% | +0.9% | +4.3% | +3.7% |
| YTD | +17.5% | +11.3% | +6.2% | +5.3% |
| 1Y | +20.1% | +14.0% | +6.1% | +5.2% |
| 3Y | +62.7% | +75.8% | -13.1% | -6.3% |
| 5Y | +46.8% | +57.8% | -11.0% | -6.4% |
| 10Y | +191.8% | +219.8% | -28.0% | -3.2% |
| All | +191.8% | +223.7% | -31.9% | -3.2% |
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