-67.3%
FJET vs VT
+16.7%
-83.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -3.9% |
| 7D | -25.7% | +0.1% | -25.8% | -25.8% |
| 30D | -31.0% | +0.8% | -31.8% | -32.1% |
| 3M | -68.2% | +2.8% | -71.0% | -69.4% |
| 6M | -56.0% | +13.0% | -69.0% | -66.8% |
| YTD | -76.1% | +15.4% | -91.5% | -91.4% |
| All | -67.3% | +16.7% | -83.9% | -92.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling