-23.1%
JANX vs VT
+70.5%
-93.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.5% |
| 7D | -1.9% | -0.1% | -1.7% | -1.6% |
| 30D | +17.8% | -0.7% | +18.5% | +18.9% |
| 3M | +41.9% | +4.0% | +37.9% | +32.2% |
| 6M | +38.3% | +12.3% | +26.0% | +12.8% |
| YTD | +40.1% | +14.0% | +26.0% | +11.5% |
| 1Y | -18.7% | +20.3% | -39.0% | -41.1% |
| 3Y | +89.8% | +75.4% | +14.4% | -27.3% |
| 5Y | -32.3% | +66.0% | -98.3% | -68.7% |
| All | -23.1% | +70.5% | -93.7% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling