+91.8%
JEF vs VT
+374.2%
-282.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.0% | +0.4% | +3.6% | +3.4% |
| 30D | -1.0% | +1.0% | -2.0% | -2.3% |
| 3M | +0.7% | +2.4% | -1.7% | -2.6% |
| 6M | +25.7% | +12.0% | +13.7% | +7.5% |
| YTD | -8.8% | +15.3% | -24.2% | -24.9% |
| 1Y | -12.4% | +22.6% | -35.0% | -33.5% |
| 3Y | +65.2% | +74.7% | -9.5% | -20.3% |
| 5Y | +83.9% | +66.1% | +17.7% | -4.0% |
| 10Y | +324.7% | +225.0% | +99.6% | -9.0% |
| All | +91.8% | +374.2% | -282.4% | -75.3% |
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 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