+527.1%
JVA vs VT
+74.0%
+453.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.5% |
| 7D | +4.3% | +2.4% | +2.0% | +1.0% |
| 30D | +13.7% | -1.5% | +15.2% | +15.7% |
| 3M | +43.6% | -4.1% | +47.7% | +52.1% |
| 6M | +17.4% | +0.6% | +16.8% | +14.0% |
| YTD | +34.2% | +11.0% | +23.1% | +9.0% |
| 1Y | +35.9% | +13.3% | +22.6% | +6.4% |
| 3Y | +527.1% | +73.4% | +453.7% | +179.5% |
| All | +527.1% | +74.0% | +453.1% | +179.5% |
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