-82.6%
JACK vs VT
+215.5%
-298.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +8.2% | -2.3% | +10.5% | +11.0% |
| 30D | +14.9% | -5.0% | +19.9% | +21.5% |
| 3M | -18.9% | -4.9% | -14.1% | -14.4% |
| 6M | +3.4% | -1.5% | +4.9% | +4.3% |
| YTD | -25.6% | +8.5% | -34.1% | -32.3% |
| 1Y | -11.6% | +11.4% | -22.9% | -21.9% |
| 3Y | -77.6% | +70.1% | -147.7% | -87.7% |
| 5Y | -84.9% | +53.7% | -138.7% | -90.7% |
| All | -82.6% | +215.5% | -298.1% | -94.5% |
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 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