+108.0%
JKHY vs VT
+229.8%
-121.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | -2.7% | -1.1% | -1.6% | -2.0% |
| 30D | +6.2% | -1.0% | +7.2% | +6.8% |
| 3M | +28.4% | +3.2% | +25.2% | +25.5% |
| 6M | -2.7% | +12.5% | -15.2% | -10.8% |
| YTD | -10.7% | +14.1% | -24.7% | -19.0% |
| 1Y | +1.3% | +18.9% | -17.6% | -11.0% |
| 3Y | +10.9% | +74.1% | -63.2% | -26.6% |
| 5Y | +1.7% | +66.9% | -65.2% | -31.1% |
| All | +108.0% | +229.8% | -121.8% | -19.7% |
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 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