-5.4%
JL vs VT
+13.3%
-18.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +3.8% |
| 7D | +2.5% | -0.7% | +3.1% | +2.9% |
| 30D | -9.9% | -1.7% | -8.2% | -8.9% |
| 3M | -19.0% | -2.3% | -16.7% | -17.8% |
| 6M | -36.1% | +1.5% | -37.6% | -37.2% |
| YTD | -31.7% | +12.0% | -43.7% | -33.3% |
| 1Y | -5.4% | +12.9% | -18.3% | -8.0% |
| All | -5.4% | +13.3% | -18.6% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling