-56.0%
JILL vs VT
+194.6%
-250.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | -0.2% | +2.4% | -2.6% | -2.9% |
| 30D | -7.8% | -1.5% | -6.3% | -6.4% |
| 3M | +18.6% | -4.1% | +22.7% | +24.0% |
| 6M | +89.4% | +0.6% | +88.9% | +87.0% |
| YTD | +65.7% | +11.0% | +54.6% | +43.9% |
| 1Y | +53.5% | +13.3% | +40.2% | +30.0% |
| 3Y | -20.4% | +73.4% | -93.8% | -58.4% |
| 5Y | +25.1% | +57.4% | -32.3% | -26.2% |
| All | -56.0% | +194.6% | -250.6% | -87.2% |
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