-55.9%
JILL vs VT
+187.8%
-243.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -3.1% |
| 7D | -6.6% | -2.3% | -4.2% | -4.0% |
| 30D | -8.6% | -5.0% | -3.6% | -3.2% |
| 3M | +19.9% | -4.9% | +24.8% | +26.6% |
| 6M | +81.8% | -1.5% | +83.3% | +83.9% |
| YTD | +66.1% | +8.5% | +57.6% | +48.2% |
| 1Y | +55.8% | +11.4% | +44.4% | +34.5% |
| 3Y | -20.8% | +70.1% | -90.8% | -57.6% |
| 5Y | +19.6% | +53.7% | -34.1% | -27.5% |
| All | -55.9% | +187.8% | -243.7% | -86.8% |
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