-50.7%
JANX vs VT
+67.6%
-118.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +1.1% |
| 7D | -31.8% | -0.7% | -31.2% | -31.8% |
| 30D | -31.7% | -1.7% | -30.0% | -30.5% |
| 3M | -25.0% | -2.3% | -22.7% | -23.1% |
| 6M | -12.9% | +1.5% | -14.4% | -16.6% |
| YTD | -10.2% | +12.0% | -22.3% | -27.2% |
| 1Y | -57.1% | +12.9% | -70.0% | -65.7% |
| 3Y | +105.1% | +74.9% | +30.2% | -22.3% |
| 5Y | -50.2% | +59.9% | -110.1% | -75.8% |
| All | -50.7% | +67.6% | -118.3% | -77.8% |
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