+22.8%
JFLI vs VT
+33.6%
-10.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +0.7% | +1.0% | -0.3% | 0.0% |
| 30D | +0.4% | -0.2% | +0.6% | +0.5% |
| 3M | +3.1% | +4.5% | -1.4% | 0.0% |
| 6M | +9.3% | +14.1% | -4.8% | -0.3% |
| YTD | +11.2% | +14.8% | -3.5% | +1.0% |
| 1Y | +16.3% | +21.2% | -4.9% | +1.6% |
| All | +22.8% | +33.6% | -10.8% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling