+41.7%
JKS vs VT
+449.4%
-407.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -11.5% | +0.4% | -12.0% | -12.2% |
| 30D | -24.1% | +1.0% | -25.1% | -25.3% |
| 3M | -41.1% | +2.4% | -43.4% | -43.1% |
| 6M | -46.2% | +12.0% | -58.2% | -55.5% |
| YTD | -49.7% | +15.3% | -65.0% | -60.3% |
| 1Y | -46.5% | +22.6% | -69.0% | -61.8% |
| 3Y | -54.7% | +74.7% | -129.4% | -82.4% |
| 5Y | -69.7% | +66.1% | -135.8% | -86.6% |
| 10Y | -15.4% | +225.0% | -240.4% | -87.5% |
| All | +41.7% | +449.4% | -407.7% | -89.2% |
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