+52.1%
JULT vs VT
+69.7%
-17.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | -1.9% | -2.3% | +0.5% | -0.4% |
| 30D | -3.6% | -5.0% | +1.4% | -0.4% |
| 3M | -2.3% | -4.9% | +2.6% | +0.8% |
| 6M | +1.5% | -1.5% | +3.0% | +2.2% |
| YTD | +6.1% | +8.5% | -2.4% | -0.2% |
| 1Y | +8.4% | +11.4% | -3.0% | +0.1% |
| 3Y | +52.1% | +70.1% | -18.0% | +4.3% |
| All | +52.1% | +69.7% | -17.6% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling