-83.2%
JELD vs VT
+75.0%
-158.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | -9.1% | +0.4% | -9.5% | -9.7% |
| 30D | +27.1% | +1.0% | +26.1% | +25.0% |
| 3M | +13.9% | +2.4% | +11.5% | +10.6% |
| 6M | +14.4% | +12.0% | +2.4% | -2.8% |
| YTD | -6.5% | +15.3% | -21.8% | -23.8% |
| 1Y | -64.4% | +22.6% | -87.0% | -73.1% |
| All | -83.2% | +75.0% | -158.2% | -93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling