-24.1%
JACK vs VT
+345.0%
-369.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +3.6% |
| 7D | +10.0% | -4.2% | +14.1% | +14.4% |
| 30D | +16.7% | -5.8% | +22.5% | +23.4% |
| 3M | -22.2% | -5.2% | -17.0% | -18.2% |
| 6M | +11.6% | +0.1% | +11.5% | +10.8% |
| YTD | -24.4% | +8.2% | -32.6% | -29.8% |
| 1Y | -16.3% | +10.1% | -26.5% | -23.6% |
| 3Y | -77.4% | +69.7% | -147.1% | -86.2% |
| 5Y | -84.7% | +53.4% | -138.0% | -89.7% |
| 10Y | -81.8% | +219.2% | -301.0% | -93.5% |
| All | -24.1% | +345.0% | -369.0% | -77.4% |
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