-96.1%
JELD vs VT
+199.5%
-295.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.5% | -11.7% | -11.3% |
| 7D | -15.8% | -0.1% | -15.7% | -15.4% |
| 30D | -34.4% | -3.1% | -31.4% | -30.5% |
| 3M | -46.0% | -3.5% | -42.5% | -42.4% |
| 6M | -40.6% | +0.5% | -41.1% | -40.1% |
| YTD | -58.9% | +10.8% | -69.7% | -64.6% |
| 1Y | -56.1% | +11.9% | -68.0% | -62.7% |
| 3Y | -92.9% | +73.0% | -165.9% | -97.2% |
| 5Y | -96.2% | +58.6% | -154.8% | -98.1% |
| All | -96.1% | +199.5% | -295.6% | -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