+5.7%
JEDI vs VT
+19.7%
-14.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.8% |
| 7D | +5.6% | +1.0% | +4.6% | +3.3% |
| 30D | -9.6% | -0.2% | -9.3% | -9.1% |
| 3M | -22.3% | +4.5% | -26.8% | -28.3% |
| 6M | -2.0% | +14.1% | -16.1% | -19.0% |
| YTD | +9.8% | +14.8% | -4.9% | -10.8% |
| All | +5.7% | +19.7% | -14.0% | -18.5% |
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