-86.3%
JRVR vs VT
+53.4%
-139.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.9% |
| 7D | +0.5% | -2.3% | +2.8% | +2.0% |
| 30D | +10.5% | -5.0% | +15.5% | +14.3% |
| 3M | -18.6% | -4.9% | -13.7% | -15.8% |
| 6M | -13.2% | -1.5% | -11.7% | -13.0% |
| YTD | -38.4% | +8.5% | -46.9% | -43.3% |
| 1Y | -26.1% | +11.4% | -37.5% | -33.5% |
| 3Y | -71.2% | +70.1% | -141.2% | -81.7% |
| All | -86.3% | +53.4% | -139.7% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling