+501.2%
JVA vs VT
+69.7%
+431.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.5% |
| 7D | -3.4% | -2.3% | -1.1% | -0.6% |
| 30D | +4.5% | -5.0% | +9.5% | +11.9% |
| 3M | +38.9% | -4.9% | +43.7% | +48.3% |
| 6M | +3.4% | -1.5% | +4.9% | +3.6% |
| YTD | +28.6% | +8.5% | +20.1% | +8.2% |
| 1Y | +29.6% | +11.4% | +18.2% | +4.2% |
| 3Y | +501.2% | +70.1% | +431.1% | +222.2% |
| All | +501.2% | +69.7% | +431.4% | +222.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling