+83.2%
JAZZ vs VT
+59.8%
+23.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.3% |
| 7D | +5.8% | -0.7% | +6.5% | +6.3% |
| 30D | +14.5% | -1.7% | +16.3% | +15.9% |
| 3M | +0.1% | -2.3% | +2.4% | +1.7% |
| 6M | +11.0% | +1.5% | +9.5% | +9.3% |
| YTD | +46.0% | +12.0% | +34.0% | +33.7% |
| 1Y | +81.1% | +12.9% | +68.2% | +64.5% |
| 3Y | +106.5% | +74.9% | +31.6% | +34.3% |
| 5Y | +83.2% | +59.9% | +23.3% | +28.2% |
| All | +83.2% | +59.8% | +23.5% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling