-89.0%
JFIN vs VT
+146.8%
-235.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.2% |
| 7D | -7.3% | +2.9% | -10.2% | -11.1% |
| 30D | +7.8% | -2.5% | +10.3% | +11.8% |
| 3M | -39.8% | -3.3% | -36.5% | -36.7% |
| 6M | -71.5% | +1.5% | -73.0% | -71.9% |
| YTD | -76.0% | +11.4% | -87.4% | -79.5% |
| 1Y | -84.8% | +11.9% | -96.7% | -87.1% |
| 3Y | -66.7% | +73.9% | -140.5% | -85.3% |
| 5Y | -54.2% | +57.9% | -112.1% | -76.1% |
| All | -89.0% | +146.8% | -235.8% | -97.2% |
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 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