-100.0%
JAGX vs VT
+215.7%
-315.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.1% | +9.2% | +9.0% |
| 7D | -3.4% | -0.7% | -2.7% | -1.6% |
| 30D | -89.6% | -1.7% | -87.9% | -89.2% |
| 3M | -95.9% | -2.3% | -93.6% | -95.5% |
| 6M | -99.0% | +1.5% | -100.5% | -99.0% |
| YTD | -99.9% | +12.0% | -111.9% | -99.9% |
| 1Y | -99.9% | +12.9% | -112.8% | -99.9% |
| 3Y | -100.0% | +74.9% | -174.9% | -100.0% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| 10Y | -100.0% | +224.6% | -324.6% | -100.0% |
| All | -100.0% | +215.7% | -315.7% | -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 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