-89.0%
JETD vs VT
+72.2%
-161.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.6% | -15.1% | -3.0% |
| 7D | -13.9% | +0.4% | -14.3% | -10.8% |
| 30D | -23.0% | -2.6% | -20.4% | -28.3% |
| 3M | +24.7% | -3.2% | +27.9% | +14.6% |
| 6M | -27.7% | +0.9% | -28.6% | -18.2% |
| YTD | -43.3% | +11.3% | -54.6% | +1.0% |
| 1Y | -58.0% | +14.0% | -72.0% | -17.3% |
| 3Y | -93.0% | +75.8% | -168.9% | -8.8% |
| All | -89.0% | +72.2% | -161.2% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling