+203.1%
JQC vs VT
+374.2%
-171.1%
-68.8%
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% | -0.3% |
| 30D | +0.6% | +1.0% | -0.4% | -0.1% |
| 3M | +1.7% | +2.4% | -0.7% | -0.2% |
| 6M | +4.5% | +12.0% | -7.5% | -3.8% |
| YTD | +3.3% | +15.3% | -12.0% | -6.9% |
| 1Y | -1.3% | +22.6% | -23.9% | -14.8% |
| 3Y | +33.9% | +74.7% | -40.8% | -10.8% |
| 5Y | +27.7% | +66.1% | -38.4% | -13.4% |
| 10Y | +72.1% | +225.0% | -152.9% | -31.7% |
| All | +203.1% | +374.2% | -171.1% | -15.2% |
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