+453.4%
JXN vs VT
+65.2%
+388.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.5% |
| 7D | -1.8% | -1.1% | -0.7% | -0.1% |
| 30D | +5.7% | -1.0% | +6.7% | +7.2% |
| 3M | +27.7% | +3.2% | +24.5% | +21.2% |
| 6M | +31.1% | +12.5% | +18.6% | +7.7% |
| YTD | +31.7% | +14.1% | +17.7% | +5.9% |
| 1Y | +44.2% | +18.9% | +25.3% | +8.1% |
| 3Y | +304.3% | +74.1% | +230.3% | +68.9% |
| 5Y | +544.6% | +66.9% | +477.8% | +172.6% |
| All | +453.4% | +65.2% | +388.2% | +133.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling