-88.9%
JFIN vs VT
+148.3%
-237.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.7% |
| 7D | -9.7% | -0.7% | -9.0% | -8.8% |
| 30D | +11.1% | -1.7% | +12.9% | +13.9% |
| 3M | -41.2% | -2.3% | -38.9% | -39.1% |
| 6M | -71.8% | +1.5% | -73.4% | -72.3% |
| YTD | -75.9% | +12.0% | -87.9% | -79.5% |
| 1Y | -85.0% | +12.9% | -97.9% | -87.4% |
| 3Y | -66.4% | +74.9% | -141.4% | -85.4% |
| 5Y | -53.0% | +59.9% | -112.9% | -76.0% |
| All | -88.9% | +148.3% | -237.2% | -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