-36.8%
JVA vs VT
+221.4%
-258.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.6% |
| 7D | +3.5% | +1.0% | +2.5% | +2.8% |
| 30D | +1.4% | -0.2% | +1.7% | +1.6% |
| 3M | -17.6% | +4.5% | -22.2% | -20.5% |
| 6M | +12.0% | +14.1% | -2.1% | +1.6% |
| YTD | -6.1% | +14.8% | -20.8% | -15.2% |
| 1Y | -10.9% | +21.2% | -32.1% | -22.3% |
| 3Y | +196.3% | +76.6% | +119.7% | +113.6% |
| 5Y | -22.3% | +66.6% | -88.9% | -42.9% |
| 10Y | -36.8% | +222.3% | -259.0% | -64.9% |
| All | -36.8% | +221.4% | -258.2% | -64.9% |
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