+516.9%
JXN vs VT
+65.7%
+451.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +2.1% |
| 7D | +0.7% | -0.1% | +0.8% | +0.9% |
| 30D | +5.9% | -0.7% | +6.5% | +6.9% |
| 3M | +29.5% | +4.0% | +25.6% | +21.4% |
| 6M | +28.2% | +12.3% | +15.9% | +5.7% |
| YTD | +31.7% | +14.0% | +17.7% | +5.9% |
| 1Y | +48.0% | +20.3% | +27.7% | +8.8% |
| 3Y | +307.4% | +75.4% | +231.9% | +67.9% |
| 5Y | +516.9% | +66.0% | +450.9% | +164.9% |
| All | +516.9% | +65.7% | +451.2% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling