+90.2%
JGH vs VT
+216.5%
-126.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | 0.0% | -2.3% | +2.4% | +1.2% |
| 30D | +0.8% | -5.0% | +5.7% | +3.4% |
| 3M | -6.3% | -4.9% | -1.4% | -3.9% |
| 6M | -4.8% | -1.5% | -3.3% | -4.3% |
| YTD | -0.7% | +8.5% | -9.1% | -5.3% |
| 1Y | -0.1% | +11.4% | -11.5% | -6.1% |
| 3Y | +38.7% | +70.1% | -31.3% | +3.2% |
| 5Y | +19.8% | +53.7% | -33.9% | -6.7% |
| 10Y | +89.5% | +220.0% | -130.5% | +0.4% |
| All | +90.2% | +216.5% | -126.2% | -0.4% |
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 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