+194.9%
JPME vs VT
+241.9%
-47.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | -0.4% | +1.0% | -1.3% | -1.3% |
| 3M | +3.4% | +2.4% | +1.0% | +0.9% |
| 6M | +8.1% | +12.0% | -3.9% | -3.2% |
| YTD | +17.7% | +15.3% | +2.3% | +2.4% |
| 1Y | +18.9% | +22.6% | -3.6% | -2.3% |
| 3Y | +51.4% | +74.7% | -23.3% | -11.3% |
| 5Y | +51.7% | +66.1% | -14.5% | -7.1% |
| 10Y | +183.1% | +225.0% | -41.9% | -2.6% |
| All | +194.9% | +241.9% | -47.1% | -1.1% |
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 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