-43.9%
JL vs VT
+57.4%
-101.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -11.8% | +0.4% | -12.2% | -11.8% |
| 30D | -18.4% | -2.6% | -15.8% | -18.3% |
| 3M | -30.7% | -3.2% | -27.5% | -30.6% |
| 6M | -43.0% | +0.9% | -43.9% | -42.9% |
| YTD | -37.7% | +11.3% | -49.0% | -36.7% |
| 1Y | -11.2% | +14.0% | -25.2% | -9.2% |
| All | -43.9% | +57.4% | -101.4% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling