+154.0%
JNK vs VT
+357.6%
-203.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +0.2% | -2.6% | +2.8% | +1.1% |
| 3M | -1.8% | -3.2% | +1.4% | -0.8% |
| 6M | -0.9% | +0.9% | -1.9% | -1.5% |
| YTD | +0.6% | +11.3% | -10.7% | -3.5% |
| 1Y | +2.1% | +14.0% | -11.9% | -2.9% |
| 3Y | +25.0% | +75.8% | -50.8% | +1.1% |
| 5Y | +16.4% | +57.8% | -41.5% | -2.9% |
| 10Y | +53.6% | +219.8% | -166.2% | -1.6% |
| All | +154.0% | +357.6% | -203.6% | +30.5% |
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