+24.1%
JILL vs VT
+53.4%
-29.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -3.0% |
| 7D | -6.6% | -2.3% | -4.2% | -4.4% |
| 30D | -8.6% | -5.0% | -3.6% | -4.0% |
| 3M | +19.9% | -4.9% | +24.8% | +25.5% |
| 6M | +81.8% | -1.5% | +83.3% | +83.6% |
| YTD | +66.1% | +8.5% | +57.6% | +51.1% |
| 1Y | +55.8% | +11.4% | +44.4% | +37.7% |
| 3Y | -20.8% | +70.1% | -90.8% | -52.2% |
| All | +24.1% | +53.4% | -29.3% | -7.7% |
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