+234.4%
JQUA vs VT
+163.5%
+70.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.1% |
| 7D | -2.5% | -2.0% | -0.5% | -0.7% |
| 30D | -2.2% | -1.4% | -0.8% | -0.9% |
| 3M | +5.7% | +4.7% | +1.0% | +1.3% |
| 6M | +15.9% | +11.4% | +4.5% | +4.9% |
| YTD | +16.1% | +13.1% | +3.0% | +3.6% |
| 1Y | +19.0% | +19.0% | 0.0% | +1.3% |
| 3Y | +68.7% | +73.9% | -5.2% | +1.5% |
| 5Y | +82.8% | +65.4% | +17.4% | +14.9% |
| All | +234.4% | +163.5% | +70.9% | +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 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