-87.8%
JAKK vs VT
+374.2%
-462.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -3.3% | +0.4% | -3.8% | -3.7% |
| 30D | -4.3% | +1.0% | -5.3% | -5.1% |
| 3M | +14.3% | +2.4% | +12.0% | +11.5% |
| 6M | +20.5% | +12.0% | +8.5% | +8.5% |
| YTD | +50.4% | +15.3% | +35.0% | +32.1% |
| 1Y | +45.2% | +22.6% | +22.6% | +21.0% |
| 3Y | +34.5% | +74.7% | -40.2% | -15.4% |
| 5Y | +91.1% | +66.1% | +24.9% | +29.3% |
| 10Y | -71.0% | +225.0% | -296.0% | -88.0% |
| All | -87.8% | +374.2% | -462.0% | -96.5% |
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