-100.0%
JTAI vs VT
+59.8%
-159.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.2% | +4.5% |
| 7D | -8.0% | -0.7% | -7.3% | -7.2% |
| 30D | -37.4% | -1.7% | -35.7% | -36.3% |
| 3M | -49.7% | -2.3% | -47.4% | -48.4% |
| 6M | +45.3% | +1.5% | +43.8% | +46.7% |
| YTD | -91.7% | +12.0% | -103.8% | -92.1% |
| 1Y | -97.8% | +12.9% | -110.7% | -97.9% |
| 3Y | -100.0% | +74.9% | -174.9% | -100.0% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| All | -100.0% | +59.8% | -159.8% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling