+210.8%
JFR vs VT
+374.2%
-163.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | -0.3% | +1.0% | -1.3% | -0.8% |
| 3M | +3.2% | +2.4% | +0.8% | +1.9% |
| 6M | +7.9% | +12.0% | -4.1% | +1.9% |
| YTD | +5.9% | +15.3% | -9.4% | -1.5% |
| 1Y | +2.8% | +22.6% | -19.8% | -7.3% |
| 3Y | +35.1% | +74.7% | -39.6% | +1.9% |
| 5Y | +31.2% | +66.1% | -35.0% | +0.4% |
| 10Y | +73.9% | +225.0% | -151.1% | -5.6% |
| All | +210.8% | +374.2% | -163.4% | +31.8% |
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