+157.2%
JRI vs VT
+334.6%
-177.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +1.1% |
| 7D | +3.0% | -4.2% | +7.1% | +6.1% |
| 30D | +8.8% | -5.8% | +14.6% | +13.5% |
| 3M | -6.7% | -5.2% | -1.4% | -3.1% |
| 6M | -6.5% | +0.1% | -6.6% | -6.9% |
| YTD | -6.0% | +8.2% | -14.2% | -11.9% |
| 1Y | -5.3% | +10.1% | -15.4% | -12.4% |
| 3Y | +53.9% | +69.7% | -15.8% | +2.3% |
| 5Y | +24.9% | +53.4% | -28.5% | -11.0% |
| 10Y | +84.0% | +219.2% | -135.2% | -18.2% |
| All | +157.2% | +334.6% | -177.4% | +3.2% |
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