+152.4%
JPSE vs VT
+209.7%
-57.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.4% |
| 7D | -2.5% | -2.3% | -0.1% | 0.0% |
| 30D | -1.3% | -5.0% | +3.7% | +4.1% |
| 3M | -6.3% | -4.9% | -1.4% | -1.3% |
| 6M | -3.3% | -1.5% | -1.7% | -2.0% |
| YTD | +13.0% | +8.5% | +4.5% | +2.8% |
| 1Y | +16.2% | +11.4% | +4.9% | +2.8% |
| 3Y | +51.8% | +70.1% | -18.2% | -15.2% |
| 5Y | +27.4% | +53.7% | -26.4% | -20.3% |
| All | +152.4% | +209.7% | -57.2% | -25.2% |
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 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