-100.0%
JDZG vs VT
+44.8%
-144.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -0.5% | -15.1% | -15.7% |
| 7D | -39.7% | -0.1% | -39.6% | -39.8% |
| 30D | -96.4% | -3.1% | -93.3% | -96.4% |
| 3M | -92.5% | -3.5% | -89.0% | -92.5% |
| 6M | -98.6% | +0.5% | -99.1% | -98.6% |
| YTD | -99.9% | +10.8% | -110.7% | -99.9% |
| 1Y | -100.0% | +11.9% | -111.9% | -100.0% |
| All | -100.0% | +44.8% | -144.8% | -100.0% |
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