+47.2%
JEMA price history and return analytics
+82.0%
-34.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.8% |
| 7D | -1.1% | -1.1% | 0.0% | 0.0% |
| 30D | +2.3% | -1.0% | +3.3% | +3.4% |
| 3M | +0.8% | +3.2% | -2.3% | -1.9% |
| 6M | +17.0% | +12.5% | +4.5% | +5.5% |
| YTD | +28.6% | +14.1% | +14.6% | +14.7% |
| 1Y | +38.4% | +18.9% | +19.5% | +19.0% |
| 3Y | +91.1% | +74.1% | +17.0% | +17.1% |
| 5Y | +45.2% | +66.9% | -21.7% | -6.9% |
| All | +47.2% | +82.0% | -34.8% | -14.7% |
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