-55.3%
JILL vs VT
+199.9%
-255.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.7% |
| 7D | +17.5% | -2.0% | +19.5% | +20.1% |
| 30D | +20.0% | -1.4% | +21.4% | +21.7% |
| 3M | +68.7% | +4.7% | +64.0% | +59.2% |
| 6M | +45.4% | +11.4% | +34.0% | +26.2% |
| YTD | +68.3% | +13.1% | +55.2% | +43.4% |
| 1Y | +32.7% | +19.0% | +13.7% | +6.2% |
| 3Y | -8.4% | +73.9% | -82.3% | -52.2% |
| 5Y | +34.0% | +65.4% | -31.4% | -25.8% |
| All | -55.3% | +199.9% | -255.2% | -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