-96.2%
JELD vs VT
+201.1%
-297.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -5.6% |
| 7D | -3.0% | +2.9% | -5.9% | -7.2% |
| 30D | -29.0% | -2.5% | -26.5% | -25.5% |
| 3M | -48.1% | -3.3% | -44.8% | -44.8% |
| 6M | -37.6% | +1.5% | -39.1% | -38.2% |
| YTD | -60.2% | +11.4% | -71.5% | -65.9% |
| 1Y | -55.5% | +11.9% | -67.4% | -62.1% |
| 3Y | -93.1% | +73.9% | -167.0% | -97.3% |
| 5Y | -96.3% | +57.9% | -154.2% | -98.2% |
| All | -96.2% | +201.1% | -297.3% | -99.3% |
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