-100.0%
JAGX vs VT
+156.7%
-256.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | 0.0% | -14.0% | -14.0% |
| 7D | -26.3% | +0.4% | -26.8% | -26.7% |
| 30D | -43.4% | +1.0% | -44.4% | -44.2% |
| 3M | -80.4% | +2.4% | -82.8% | -80.9% |
| 6M | -97.4% | +12.0% | -109.4% | -97.7% |
| YTD | -98.2% | +15.3% | -113.5% | -98.4% |
| 1Y | -99.0% | +22.6% | -121.6% | -99.2% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +156.7% | -256.7% | -100.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling