-73.8%
JRVR vs VT
+226.3%
-300.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.3% | +4.2% |
| 7D | +2.0% | -4.2% | +6.2% | +5.1% |
| 30D | +15.3% | -5.8% | +21.1% | +20.1% |
| 3M | -14.7% | -5.2% | -9.4% | -11.4% |
| 6M | -14.2% | +0.1% | -14.3% | -15.1% |
| YTD | -36.7% | +8.2% | -44.9% | -41.3% |
| 1Y | -27.3% | +10.1% | -37.5% | -33.6% |
| 3Y | -71.1% | +69.7% | -140.7% | -81.0% |
| 5Y | -86.2% | +53.4% | -139.6% | -90.3% |
| 10Y | -85.9% | +219.2% | -305.2% | -93.8% |
| All | -73.8% | +226.3% | -300.1% | -88.6% |
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