+75.6%
JADE vs VT
+50.2%
+25.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.1% | +0.4% | +1.7% | +1.6% |
| 30D | +4.3% | +1.0% | +3.3% | +3.2% |
| 3M | +1.9% | +2.4% | -0.5% | -0.4% |
| 6M | +17.8% | +12.0% | +5.8% | +5.2% |
| YTD | +29.7% | +15.3% | +14.4% | +12.9% |
| 1Y | +48.5% | +22.6% | +25.9% | +22.3% |
| All | +75.6% | +50.2% | +25.3% | +19.7% |
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