-84.7%
JACK vs VT
+53.2%
-137.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +3.8% |
| 7D | +10.0% | -4.2% | +14.1% | +14.6% |
| 30D | +16.7% | -5.8% | +22.5% | +23.8% |
| 3M | -22.2% | -5.2% | -17.0% | -18.0% |
| 6M | +11.6% | +0.1% | +11.5% | +10.6% |
| YTD | -24.4% | +8.2% | -32.6% | -30.3% |
| 1Y | -16.3% | +10.1% | -26.5% | -24.2% |
| 3Y | -77.4% | +69.7% | -147.1% | -86.4% |
| 5Y | -84.7% | +53.4% | -138.0% | -90.3% |
| All | -84.7% | +53.2% | -137.9% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling