+18.1%
JUCY vs VT
+100.7%
-82.6%
-1.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -0.5% | -2.0% | +1.5% | -0.4% |
| 30D | -0.3% | -1.4% | +1.1% | -0.3% |
| 3M | +1.1% | +4.7% | -3.6% | +0.9% |
| 6M | +2.6% | +11.4% | -8.7% | +2.2% |
| YTD | +3.6% | +13.1% | -9.5% | +3.2% |
| 1Y | +6.1% | +19.0% | -12.9% | +5.5% |
| 3Y | +13.8% | +73.9% | -60.1% | +13.2% |
| All | +18.1% | +100.7% | -82.6% | +17.2% |
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