-88.7%
JFIN vs VT
+140.4%
-229.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -5.0% |
| 7D | -11.7% | -2.3% | -9.4% | -8.8% |
| 30D | +5.1% | -5.0% | +10.1% | +13.2% |
| 3M | -44.0% | -4.9% | -39.2% | -39.7% |
| 6M | -71.0% | -1.5% | -69.5% | -70.1% |
| YTD | -75.3% | +8.5% | -83.8% | -78.0% |
| 1Y | -83.8% | +11.4% | -95.2% | -86.1% |
| 3Y | -66.1% | +70.1% | -136.2% | -84.6% |
| 5Y | -54.1% | +53.7% | -107.8% | -75.0% |
| All | -88.7% | +140.4% | -229.1% | -97.0% |
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