+49.9%
JEF vs VT
+69.7%
-19.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.9% |
| 7D | +2.7% | -2.3% | +5.0% | +6.8% |
| 30D | +7.3% | -5.0% | +12.3% | +16.9% |
| 3M | -15.3% | -4.9% | -10.4% | -7.9% |
| 6M | -7.1% | -1.5% | -5.5% | -5.0% |
| YTD | -21.8% | +8.5% | -30.3% | -32.2% |
| 1Y | -8.5% | +11.4% | -19.8% | -24.0% |
| 3Y | +49.9% | +70.1% | -20.2% | -31.3% |
| All | +49.9% | +69.7% | -19.8% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling