-14.5%
JACK vs VT
+374.2%
-388.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | -0.3% | +0.4% | -0.8% | -0.8% |
| 30D | -12.4% | +1.0% | -13.4% | -13.2% |
| 3M | +38.5% | +2.4% | +36.2% | +35.1% |
| 6M | +6.7% | +12.0% | -5.3% | -4.2% |
| YTD | -14.8% | +15.3% | -30.2% | -25.5% |
| 1Y | -16.9% | +22.6% | -39.5% | -31.4% |
| 3Y | -79.2% | +74.7% | -153.9% | -87.6% |
| 5Y | -83.1% | +66.1% | -149.2% | -89.5% |
| 10Y | -81.0% | +225.0% | -306.0% | -93.3% |
| All | -14.5% | +374.2% | -388.7% | -76.0% |
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