-88.2%
JFIN vs VT
+139.8%
-228.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | +2.8% |
| 7D | -12.8% | -4.2% | -8.6% | -7.2% |
| 30D | +11.9% | -5.8% | +17.7% | +22.2% |
| 3M | -45.8% | -5.2% | -40.6% | -41.3% |
| 6M | -69.4% | +0.1% | -69.5% | -69.3% |
| YTD | -74.1% | +8.2% | -82.4% | -76.9% |
| 1Y | -83.3% | +10.1% | -93.4% | -85.4% |
| 3Y | -62.8% | +69.7% | -132.5% | -83.1% |
| 5Y | -51.8% | +53.4% | -105.2% | -73.7% |
| All | -88.2% | +139.8% | -228.0% | -96.8% |
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