+266.1%
JMOM price history and return analytics
+167.5%
+98.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | +1.8% | +1.0% | +0.8% | +0.8% |
| 30D | -1.4% | -0.2% | -1.2% | -1.2% |
| 3M | +2.7% | +4.5% | -1.9% | -1.7% |
| 6M | +20.4% | +14.1% | +6.4% | +5.8% |
| YTD | +22.3% | +14.8% | +7.6% | +6.8% |
| 1Y | +25.9% | +21.2% | +4.7% | +4.2% |
| 3Y | +100.7% | +76.6% | +24.1% | +15.4% |
| 5Y | +89.6% | +66.6% | +23.0% | +15.6% |
| All | +266.1% | +167.5% | +98.6% | +47.9% |
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