+46.3%
JADE vs VT
+41.0%
+5.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -1.1% |
| 7D | -7.7% | -4.2% | -3.5% | -3.0% |
| 30D | -16.1% | -5.8% | -10.3% | -10.0% |
| 3M | -13.1% | -5.2% | -7.8% | -7.4% |
| 6M | -10.2% | +0.1% | -10.4% | -9.3% |
| YTD | +8.1% | +8.2% | -0.1% | +1.3% |
| 1Y | +9.7% | +10.1% | -0.5% | +1.1% |
| All | +46.3% | +41.0% | +5.3% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling