-100.0%
JTAI vs VT
+68.5%
-168.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.0% |
| 7D | -3.9% | +2.9% | -6.8% | -5.9% |
| 30D | -37.2% | -2.5% | -34.7% | -35.7% |
| 3M | -53.5% | -3.3% | -50.2% | -51.9% |
| 6M | +45.2% | +1.5% | +43.6% | +46.8% |
| YTD | -92.3% | +11.4% | -103.6% | -92.6% |
| 1Y | -97.9% | +11.9% | -109.8% | -98.0% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| All | -100.0% | +68.5% | -168.5% | -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