+204.9%
JFR vs VT
+346.0%
-141.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +1.2% | -2.3% | +3.6% | +2.3% |
| 30D | +1.6% | -5.0% | +6.6% | +4.1% |
| 3M | -2.0% | -4.9% | +2.8% | +0.2% |
| 6M | +3.6% | -1.5% | +5.1% | +4.0% |
| YTD | +3.9% | +8.5% | -4.6% | -0.5% |
| 1Y | +4.6% | +11.4% | -6.8% | -1.2% |
| 3Y | +32.1% | +70.1% | -38.0% | +0.8% |
| 5Y | +23.9% | +53.7% | -29.8% | -1.5% |
| 10Y | +67.8% | +220.0% | -152.2% | -8.2% |
| All | +204.9% | +346.0% | -141.1% | +33.1% |
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