+237.2%
JQUA vs VT
+165.8%
+71.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | 0.0% |
| 7D | -1.2% | -1.1% | -0.1% | -0.2% |
| 30D | -1.5% | -1.0% | -0.6% | -0.7% |
| 3M | +4.6% | +3.2% | +1.5% | +1.7% |
| 6M | +17.3% | +12.5% | +4.8% | +5.2% |
| YTD | +17.1% | +14.1% | +3.0% | +3.6% |
| 1Y | +18.4% | +18.9% | -0.5% | +0.9% |
| 3Y | +69.8% | +74.1% | -4.3% | +2.1% |
| 5Y | +84.3% | +66.9% | +17.4% | +14.9% |
| All | +237.2% | +165.8% | +71.4% | +46.4% |
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