+72.6%
JIG vs VT
+150.3%
-77.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.4% | +0.4% | -0.1% | -0.1% |
| 30D | +2.0% | +1.0% | +1.0% | +0.9% |
| 3M | +0.5% | +2.4% | -1.9% | -1.8% |
| 6M | +8.4% | +12.0% | -3.6% | -3.2% |
| YTD | +16.9% | +15.3% | +1.6% | +1.4% |
| 1Y | +21.9% | +22.6% | -0.7% | -0.7% |
| 3Y | +59.3% | +74.7% | -15.4% | -10.3% |
| 5Y | +12.1% | +66.1% | -54.1% | -33.3% |
| All | +72.6% | +150.3% | -77.7% | -27.0% |
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