+73.9%
JQC vs VT
+223.7%
-149.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.4% |
| 7D | +3.1% | +0.4% | +2.7% | +2.8% |
| 30D | +2.0% | -2.6% | +4.6% | +3.4% |
| 3M | +0.7% | -3.2% | +3.9% | +2.4% |
| 6M | +2.8% | +0.9% | +1.9% | +2.0% |
| YTD | +3.8% | +11.3% | -7.5% | -2.6% |
| 1Y | +4.4% | +14.0% | -9.6% | -3.3% |
| 3Y | +34.6% | +75.8% | -41.2% | -3.0% |
| 5Y | +25.3% | +57.8% | -32.6% | -4.7% |
| 10Y | +73.9% | +219.8% | -145.9% | -9.3% |
| All | +73.9% | +223.7% | -149.8% | -9.3% |
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