+68.2%
JOF price history and return analytics
+57.0%
+11.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +1.5% | +2.4% | -0.9% | -0.1% |
| 30D | -9.9% | -1.5% | -8.4% | -9.0% |
| 3M | -11.3% | -4.1% | -7.2% | -8.8% |
| 6M | -3.0% | +0.6% | -3.6% | -3.3% |
| YTD | +6.4% | +11.0% | -4.6% | -0.2% |
| 1Y | +14.6% | +13.3% | +1.2% | +6.0% |
| 3Y | +91.9% | +73.4% | +18.5% | +38.7% |
| All | +68.2% | +57.0% | +11.1% | +28.5% |
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 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