+29.9%
JEMA price history and return analytics
+57.0%
-27.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +3.0% | +2.4% | +0.6% | +0.6% |
| 30D | -6.1% | -1.5% | -4.6% | -4.5% |
| 3M | -9.0% | -4.1% | -4.9% | -4.8% |
| 6M | -8.8% | +0.6% | -9.4% | -8.5% |
| YTD | +14.9% | +11.0% | +3.9% | +5.6% |
| 1Y | +17.2% | +13.3% | +3.9% | +5.7% |
| 3Y | +75.5% | +73.4% | +2.1% | +9.2% |
| All | +29.9% | +57.0% | -27.1% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling