+48.5%
JGLO vs VT
+65.4%
-16.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -1.5% | -2.3% | +0.9% | +0.7% |
| 30D | -4.7% | -5.0% | +0.2% | -0.1% |
| 3M | -5.7% | -4.9% | -0.8% | -1.2% |
| 6M | -2.0% | -1.5% | -0.4% | -0.6% |
| YTD | +3.0% | +8.5% | -5.5% | -4.7% |
| 1Y | +5.1% | +11.4% | -6.3% | -5.2% |
| 3Y | +50.6% | +70.1% | -19.4% | -9.5% |
| All | +48.5% | +65.4% | -16.9% | -7.9% |
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