+208.0%
JOF price history and return analytics
+345.0%
-137.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -1.8% |
| 7D | -6.3% | -4.2% | -2.1% | -3.5% |
| 30D | -15.6% | -5.8% | -9.8% | -12.0% |
| 3M | -9.4% | -5.2% | -4.2% | -6.0% |
| 6M | -2.3% | +0.1% | -2.4% | -2.3% |
| YTD | +3.4% | +8.2% | -4.8% | -1.9% |
| 1Y | +13.4% | +10.1% | +3.2% | +6.2% |
| 3Y | +82.5% | +69.7% | +12.8% | +27.2% |
| 5Y | +59.9% | +53.4% | +6.5% | +17.9% |
| 10Y | +125.1% | +219.2% | -94.1% | -2.2% |
| All | +208.0% | +345.0% | -137.0% | +1.3% |
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 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