-100.0%
JTAI vs VT
+74.5%
-174.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -17.2% | +0.4% | -17.7% | -17.5% |
| 30D | -41.0% | +1.0% | -42.0% | -41.4% |
| 3M | +57.0% | +2.4% | +54.6% | +55.4% |
| 6M | -44.1% | +12.0% | -56.1% | -47.2% |
| YTD | -88.7% | +15.3% | -104.1% | -89.5% |
| 1Y | -97.9% | +22.6% | -120.5% | -98.1% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| All | -100.0% | +74.5% | -174.5% | -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 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