+182.6%
JFB vs VT
+39.2%
+143.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.3% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | +13.4% | +0.8% | +12.6% | +12.6% |
| 3M | -12.3% | +2.8% | -15.1% | -14.2% |
| 6M | -50.4% | +13.0% | -63.3% | -54.9% |
| YTD | -32.4% | +15.4% | -47.7% | -38.7% |
| 1Y | +37.7% | +23.5% | +14.3% | +22.7% |
| All | +182.6% | +39.2% | +143.4% | +145.9% |
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