+165.2%
JPXN vs VT
+374.2%
-209.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.4% |
| 30D | +2.2% | +1.0% | +1.2% | +1.5% |
| 3M | +5.1% | +2.4% | +2.7% | +3.3% |
| 6M | +10.0% | +12.0% | -2.0% | +1.0% |
| YTD | +21.7% | +15.3% | +6.4% | +9.4% |
| 1Y | +28.6% | +22.6% | +6.0% | +10.3% |
| 3Y | +71.0% | +74.7% | -3.7% | +12.0% |
| 5Y | +53.5% | +66.1% | -12.7% | +3.7% |
| 10Y | +138.7% | +225.0% | -86.3% | -5.2% |
| All | +165.2% | +374.2% | -209.0% | -27.9% |
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