+163.7%
JLL vs VT
+76.6%
+87.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.1% |
| 7D | +17.1% | -0.3% | +17.4% | +17.5% |
| 30D | +29.1% | -1.4% | +30.5% | +31.3% |
| 3M | +6.1% | -1.4% | +7.5% | +7.9% |
| 6M | +24.0% | +5.5% | +18.5% | +15.0% |
| YTD | +16.0% | +12.8% | +3.2% | -1.8% |
| 1Y | +30.5% | +15.4% | +15.1% | +7.0% |
| All | +163.7% | +76.6% | +87.1% | -1.0% |
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 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