+55.2%
JNK vs VT
+217.6%
-162.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -0.2% | -3.1% | +2.8% | +0.9% |
| 3M | -2.1% | -3.5% | +1.4% | -0.8% |
| 6M | -1.3% | +0.5% | -1.8% | -1.7% |
| YTD | +0.2% | +10.8% | -10.6% | -4.1% |
| 1Y | +1.3% | +11.9% | -10.6% | -3.3% |
| 3Y | +23.9% | +73.0% | -49.1% | -1.2% |
| 5Y | +16.5% | +58.6% | -42.1% | -4.8% |
| 10Y | +55.2% | +219.2% | -164.0% | -9.1% |
| All | +55.2% | +217.6% | -162.5% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling