+292.3%
JEF vs VOO
+325.3%
-33.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.8% |
| 7D | -5.9% | -0.8% | -5.2% | -5.0% |
| 30D | -4.5% | -1.1% | -3.4% | -3.2% |
| 3M | -12.3% | +3.9% | -16.2% | -16.5% |
| 6M | +36.3% | +13.6% | +22.6% | +15.3% |
| YTD | -14.2% | +12.7% | -27.0% | -26.1% |
| 1Y | -20.3% | +17.6% | -37.9% | -34.8% |
| 3Y | +55.3% | +77.3% | -22.1% | -21.6% |
| 5Y | +72.6% | +84.1% | -11.5% | -16.5% |
| All | +292.3% | +325.3% | -33.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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