+266.5%
JEF vs VT
+223.7%
+42.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +0.6% |
| 7D | +2.3% | +0.4% | +2.0% | +1.9% |
| 30D | +11.3% | -2.6% | +13.9% | +15.6% |
| 3M | -12.1% | -3.2% | -8.9% | -7.8% |
| 6M | -5.4% | +0.9% | -6.3% | -6.6% |
| YTD | -18.5% | +11.3% | -29.8% | -29.4% |
| 1Y | -6.7% | +14.0% | -20.7% | -21.6% |
| 3Y | +59.6% | +75.8% | -16.3% | -22.7% |
| 5Y | +41.0% | +57.8% | -16.9% | -20.2% |
| 10Y | +266.5% | +219.8% | +46.7% | -2.3% |
| All | +266.5% | +223.7% | +42.9% | -2.3% |
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