+24.1%
JETS vs VT
+203.6%
-179.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.3% | +1.7% |
| 7D | +3.2% | -4.2% | +7.3% | +9.2% |
| 30D | +0.9% | -5.8% | +6.7% | +9.4% |
| 3M | -15.4% | -5.2% | -10.2% | -9.0% |
| 6M | +8.8% | +0.1% | +8.7% | +9.0% |
| YTD | +1.0% | +8.2% | -7.2% | -8.3% |
| 1Y | +14.0% | +10.1% | +3.9% | +1.2% |
| 3Y | +79.4% | +69.7% | +9.7% | -7.7% |
| 5Y | +16.9% | +53.4% | -36.5% | -30.3% |
| 10Y | +25.0% | +219.2% | -194.2% | -67.1% |
| All | +24.1% | +203.6% | -179.5% | -65.5% |
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