+64.2%
JVA vs VT
+374.2%
-310.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.2% | +0.4% | +0.7% | +0.9% |
| 30D | -0.6% | +1.0% | -1.5% | -1.2% |
| 3M | -22.9% | +2.4% | -25.3% | -24.3% |
| 6M | +11.2% | +12.0% | -0.8% | +3.0% |
| YTD | -8.2% | +15.3% | -23.5% | -16.6% |
| 1Y | -13.3% | +22.6% | -35.9% | -24.0% |
| 3Y | +174.0% | +74.7% | +99.4% | +100.1% |
| 5Y | -28.8% | +66.1% | -95.0% | -47.0% |
| 10Y | -35.9% | +225.0% | -260.9% | -68.0% |
| All | +64.2% | +374.2% | -310.0% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling