-87.2%
FJET vs VT
+12.6%
-99.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.3% | +2.6% | +30.6% | +26.3% |
| 7D | +32.6% | +0.4% | +32.2% | +33.1% |
| 30D | -31.9% | -2.6% | -29.3% | -26.6% |
| 3M | -72.7% | -3.2% | -69.4% | -69.9% |
| 6M | -80.8% | +0.9% | -81.8% | -80.7% |
| YTD | -90.6% | +11.3% | -102.0% | -96.3% |
| All | -87.2% | +12.6% | -99.7% | -96.8% |
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 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