+282.7%
JEF vs VOO
+807.8%
-525.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.2% |
| 7D | +4.4% | -0.4% | +4.8% | +5.0% |
| 30D | +0.6% | -1.4% | +2.0% | +2.6% |
| 3M | -5.7% | +3.7% | -9.4% | -10.2% |
| 6M | +47.0% | +13.0% | +33.9% | +24.4% |
| YTD | -8.8% | +12.4% | -21.3% | -21.7% |
| 1Y | -11.5% | +18.6% | -30.1% | -29.0% |
| 3Y | +62.1% | +78.1% | -15.9% | -22.1% |
| 5Y | +82.6% | +82.3% | +0.4% | -14.8% |
| 10Y | +325.9% | +322.5% | +3.4% | -38.5% |
| All | +282.7% | +807.8% | -525.2% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling