+76.1%
JAZZ vs VT
+53.4%
+22.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.0% | +3.1% |
| 7D | +8.7% | -2.3% | +11.0% | +10.6% |
| 30D | +1.5% | -5.0% | +6.5% | +5.3% |
| 3M | -8.5% | -4.9% | -3.7% | -5.2% |
| 6M | +2.7% | -1.5% | +4.2% | +3.4% |
| YTD | +38.1% | +8.5% | +29.6% | +29.5% |
| 1Y | +75.1% | +11.4% | +63.8% | +60.6% |
| 3Y | +76.8% | +70.1% | +6.7% | +17.7% |
| All | +76.1% | +53.4% | +22.7% | +26.4% |
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