+81.4%
JRI vs VT
+215.5%
-134.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +3.2% | -2.3% | +5.5% | +5.1% |
| 30D | +12.3% | -5.0% | +17.3% | +16.8% |
| 3M | -4.9% | -4.9% | 0.0% | -1.2% |
| 6M | -5.7% | -1.5% | -4.1% | -4.9% |
| YTD | -4.3% | +8.5% | -12.8% | -11.1% |
| 1Y | -3.4% | +11.4% | -14.8% | -12.3% |
| 3Y | +59.2% | +70.1% | -10.9% | -0.1% |
| 5Y | +27.2% | +53.7% | -26.5% | -13.4% |
| All | +81.4% | +215.5% | -134.2% | -30.7% |
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