+40.2%
JLL vs VT
+53.2%
-13.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +1.7% |
| 7D | +6.2% | -4.2% | +10.3% | +12.4% |
| 30D | +23.6% | -5.8% | +29.4% | +33.9% |
| 3M | +0.5% | -5.2% | +5.8% | +8.1% |
| 6M | +18.0% | +0.1% | +17.8% | +16.6% |
| YTD | +11.5% | +8.2% | +3.3% | -1.5% |
| 1Y | +30.5% | +10.1% | +20.3% | +12.3% |
| 3Y | +148.4% | +69.7% | +78.7% | +14.1% |
| 5Y | +40.2% | +53.4% | -13.2% | -18.8% |
| All | +40.2% | +53.2% | -13.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling