-56.1%
JILL vs VT
+197.2%
-253.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -2.6% |
| 7D | -5.8% | -0.7% | -5.1% | -5.1% |
| 30D | -8.6% | -1.7% | -6.9% | -6.9% |
| 3M | +17.9% | -2.3% | +20.2% | +20.6% |
| 6M | +82.3% | +1.5% | +80.8% | +78.1% |
| YTD | +65.3% | +12.0% | +53.3% | +42.2% |
| 1Y | +49.8% | +12.9% | +36.9% | +27.5% |
| 3Y | -20.3% | +74.9% | -95.2% | -58.7% |
| 5Y | +23.4% | +59.9% | -36.5% | -28.6% |
| All | -56.1% | +197.2% | -253.3% | -87.3% |
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