+72.6%
JIG vs VT
+149.1%
-76.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +2.3% | +1.0% | +1.3% | +1.2% |
| 30D | +1.5% | -0.2% | +1.7% | +1.8% |
| 3M | +4.3% | +4.5% | -0.3% | -0.3% |
| 6M | +12.4% | +14.1% | -1.6% | -1.5% |
| YTD | +16.9% | +14.8% | +2.1% | +1.9% |
| 1Y | +20.0% | +21.2% | -1.2% | -1.0% |
| 3Y | +63.0% | +76.6% | -13.6% | -9.2% |
| 5Y | +12.6% | +66.6% | -54.0% | -33.1% |
| All | +72.6% | +149.1% | -76.5% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling