-87.1%
JETD vs VT
+77.5%
-164.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +5.5% |
| 7D | +0.6% | +1.0% | -0.4% | +4.6% |
| 30D | +46.5% | -0.2% | +46.7% | +45.9% |
| 3M | -5.3% | +4.5% | -9.9% | +16.7% |
| 6M | -28.3% | +14.1% | -42.4% | +31.7% |
| YTD | -33.4% | +14.8% | -48.1% | +28.6% |
| 1Y | -53.6% | +21.2% | -74.8% | +12.5% |
| 3Y | -89.3% | +76.6% | -165.9% | +45.8% |
| All | -87.1% | +77.5% | -164.7% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling