-89.3%
JETD vs VT
+71.4%
-160.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -3.9% |
| 7D | -16.5% | -0.1% | -16.3% | -15.1% |
| 30D | -24.7% | -3.1% | -21.6% | -31.1% |
| 3M | +16.1% | -3.5% | +19.6% | +5.6% |
| 6M | -29.3% | +0.5% | -29.7% | -21.4% |
| YTD | -44.5% | +10.8% | -55.3% | -3.0% |
| 1Y | -59.2% | +11.9% | -71.1% | -24.8% |
| 3Y | -93.0% | +73.0% | -165.9% | -12.8% |
| All | -89.3% | +71.4% | -160.7% | +33.8% |
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