-10.9%
JVA vs VT
+21.4%
-32.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.7% |
| 7D | +3.5% | +1.0% | +2.5% | +2.7% |
| 30D | +1.4% | -0.2% | +1.7% | +1.6% |
| 3M | -17.6% | +4.5% | -22.2% | -21.1% |
| 6M | +12.0% | +14.1% | -2.1% | -1.8% |
| YTD | -6.1% | +14.8% | -20.8% | -20.3% |
| 1Y | -10.9% | +21.2% | -32.1% | -32.0% |
| All | -10.9% | +21.4% | -32.3% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling