-69.1%
FJET vs VT
+16.0%
-85.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.0% |
| 7D | -11.4% | +1.0% | -12.5% | -13.4% |
| 30D | -34.1% | -0.2% | -33.8% | -33.7% |
| 3M | -67.7% | +4.5% | -72.2% | -70.8% |
| 6M | -66.2% | +14.1% | -80.3% | -76.3% |
| YTD | -77.4% | +14.8% | -92.2% | -91.8% |
| All | -69.1% | +16.0% | -85.1% | -92.8% |
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