-70.4%
JRVR vs VT
+69.4%
-139.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.3% | +3.7% |
| 7D | +2.0% | -4.2% | +6.2% | +4.6% |
| 30D | +15.3% | -5.8% | +21.1% | +19.3% |
| 3M | -14.7% | -5.2% | -9.4% | -12.0% |
| 6M | -14.2% | +0.1% | -14.3% | -15.3% |
| YTD | -36.7% | +8.2% | -44.9% | -41.7% |
| 1Y | -27.3% | +10.1% | -37.5% | -34.2% |
| All | -70.4% | +69.4% | -139.7% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling