+199.2%
JPUS vs VT
+222.7%
-23.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.1% | +0.4% | -0.6% | -0.5% |
| 30D | -0.1% | +1.0% | -1.1% | -1.0% |
| 3M | +4.3% | +2.4% | +1.9% | +1.8% |
| 6M | +6.7% | +12.0% | -5.3% | -4.2% |
| YTD | +16.8% | +15.3% | +1.5% | +2.0% |
| 1Y | +19.0% | +22.6% | -3.6% | -1.9% |
| 3Y | +55.2% | +74.7% | -19.4% | -8.6% |
| 5Y | +58.3% | +66.1% | -7.9% | -2.8% |
| All | +199.2% | +222.7% | -23.6% | -2.2% |
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