+157.1%
JXI vs VT
+357.6%
-200.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.1% |
| 7D | +1.3% | +0.4% | +1.0% | +1.0% |
| 30D | +6.1% | -2.6% | +8.7% | +7.9% |
| 3M | +1.7% | -3.2% | +4.9% | +3.9% |
| 6M | +0.3% | +0.9% | -0.7% | -0.9% |
| YTD | +8.8% | +11.3% | -2.5% | -0.1% |
| 1Y | +7.2% | +14.0% | -6.8% | -3.3% |
| 3Y | +67.8% | +75.8% | -8.0% | +8.6% |
| 5Y | +59.3% | +57.8% | +1.5% | +10.3% |
| 10Y | +156.7% | +219.8% | -63.1% | +1.5% |
| All | +157.1% | +357.6% | -200.5% | -31.1% |
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