+180.8%
JPME vs VT
+221.4%
-40.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +0.2% | +1.0% | -0.8% | -0.7% |
| 30D | -1.5% | -0.2% | -1.2% | -1.3% |
| 3M | +3.9% | +4.5% | -0.6% | -0.5% |
| 6M | +10.2% | +14.1% | -3.9% | -3.2% |
| YTD | +16.9% | +14.8% | +2.1% | +2.1% |
| 1Y | +18.0% | +21.2% | -3.2% | -2.2% |
| 3Y | +54.0% | +76.6% | -22.6% | -11.3% |
| 5Y | +52.4% | +66.6% | -14.2% | -7.4% |
| 10Y | +180.8% | +222.3% | -41.5% | -6.8% |
| All | +180.8% | +221.4% | -40.7% | -6.8% |
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