+64.5%
JEF vs VT
+346.0%
-281.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.8% |
| 7D | +2.7% | -2.3% | +5.0% | +6.2% |
| 30D | +7.3% | -5.0% | +12.3% | +15.3% |
| 3M | -15.3% | -4.9% | -10.4% | -9.0% |
| 6M | -7.1% | -1.5% | -5.5% | -5.0% |
| YTD | -21.8% | +8.5% | -30.3% | -29.8% |
| 1Y | -8.5% | +11.4% | -19.8% | -20.6% |
| 3Y | +49.9% | +70.1% | -20.2% | -24.8% |
| 5Y | +32.9% | +53.7% | -20.8% | -22.6% |
| 10Y | +285.8% | +220.0% | +65.8% | -15.4% |
| All | +64.5% | +346.0% | -281.5% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling