+166.4%
JLS vs VT
+459.0%
-292.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -1.8% | +1.0% | -2.8% | -2.0% |
| 3M | -2.9% | +2.4% | -5.2% | -3.5% |
| 6M | -3.6% | +12.0% | -15.6% | -6.3% |
| YTD | -0.8% | +15.3% | -16.2% | -4.4% |
| 1Y | -1.3% | +22.6% | -23.9% | -6.3% |
| 3Y | +38.9% | +74.7% | -35.8% | +20.4% |
| 5Y | +25.4% | +66.1% | -40.7% | +9.4% |
| 10Y | +58.6% | +225.0% | -166.4% | +15.2% |
| All | +166.4% | +459.0% | -292.7% | +68.7% |
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