+134.1%
JOF price history and return analytics
+223.7%
-89.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -1.3% |
| 7D | -2.9% | +0.4% | -3.2% | -3.1% |
| 30D | -12.5% | -2.6% | -9.9% | -10.9% |
| 3M | -10.7% | -3.2% | -7.5% | -8.7% |
| 6M | -3.5% | +0.9% | -4.5% | -4.0% |
| YTD | +5.4% | +11.3% | -6.0% | -1.7% |
| 1Y | +15.6% | +14.0% | +1.6% | +6.1% |
| 3Y | +91.6% | +75.8% | +15.7% | +32.7% |
| 5Y | +64.7% | +57.8% | +6.9% | +21.6% |
| 10Y | +134.1% | +219.8% | -85.7% | +6.5% |
| All | +134.1% | +223.7% | -89.5% | +6.5% |
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 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