+526.6%
JLL vs VT
+374.2%
+152.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.1% | +0.4% | -4.6% | -4.7% |
| 30D | -2.9% | +1.0% | -3.9% | -4.1% |
| 3M | +21.2% | +2.4% | +18.8% | +16.9% |
| 6M | +16.5% | +12.0% | +4.5% | -1.0% |
| YTD | +7.7% | +15.3% | -7.6% | -11.9% |
| 1Y | +17.8% | +22.6% | -4.8% | -11.4% |
| 3Y | +106.2% | +74.7% | +31.5% | -2.3% |
| 5Y | +48.5% | +66.1% | -17.6% | -23.0% |
| 10Y | +209.4% | +225.0% | -15.6% | -34.4% |
| All | +526.6% | +374.2% | +152.4% | -9.9% |
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