+7.3%
JILL vs VT
+66.2%
-58.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +2.1% | +1.0% | +1.1% | +1.1% |
| 30D | +4.9% | -0.2% | +5.1% | +5.0% |
| 3M | +47.7% | +4.5% | +43.1% | +41.0% |
| 6M | +23.5% | +14.1% | +9.4% | +7.5% |
| YTD | +46.6% | +14.8% | +31.8% | +26.8% |
| 1Y | +11.9% | +21.2% | -9.2% | -8.7% |
| 3Y | -20.2% | +76.6% | -96.7% | -53.2% |
| 5Y | +7.3% | +66.6% | -59.3% | -28.9% |
| All | +7.3% | +66.2% | -58.9% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling