+28.8%
JEF vs VT
+57.0%
-28.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -0.8% |
| 7D | -3.6% | +2.4% | -5.9% | -6.8% |
| 30D | +4.1% | -1.5% | +5.6% | +6.6% |
| 3M | -17.6% | -4.1% | -13.5% | -12.2% |
| 6M | -13.0% | +0.6% | -13.6% | -13.8% |
| YTD | -24.6% | +11.0% | -35.6% | -35.1% |
| 1Y | -15.8% | +13.3% | -29.1% | -29.6% |
| 3Y | +45.1% | +73.4% | -28.3% | -29.9% |
| All | +28.8% | +57.0% | -28.2% | -31.8% |
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