-72.8%
JRVR vs VT
+247.7%
-320.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.5% | +0.4% | 0.0% | +0.2% |
| 30D | -11.5% | +1.0% | -12.5% | -12.1% |
| 3M | +5.3% | +2.4% | +2.9% | +3.0% |
| 6M | -39.8% | +12.0% | -51.8% | -45.3% |
| YTD | -34.3% | +15.3% | -49.7% | -41.7% |
| 1Y | -26.3% | +22.6% | -48.9% | -37.9% |
| 3Y | -71.8% | +74.7% | -146.4% | -81.8% |
| 5Y | -87.6% | +66.1% | -153.8% | -91.8% |
| 10Y | -85.5% | +225.0% | -310.5% | -93.8% |
| All | -72.8% | +247.7% | -320.5% | -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