-90.4%
FJET vs VT
+9.7%
-100.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.2% | +9.6% | +9.3% |
| 7D | -7.6% | -2.3% | -5.3% | -1.8% |
| 30D | -49.2% | -5.0% | -44.2% | -42.5% |
| 3M | -78.5% | -4.9% | -73.6% | -75.4% |
| 6M | -84.2% | -1.5% | -82.7% | -83.3% |
| YTD | -93.0% | +8.5% | -101.5% | -97.1% |
| All | -90.4% | +9.7% | -100.1% | -97.4% |
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