+460.4%
JXN vs VT
+60.8%
+399.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.7% |
| 7D | +5.5% | +2.4% | +3.2% | +1.8% |
| 30D | +6.9% | -1.5% | +8.4% | +8.9% |
| 3M | +4.1% | -4.1% | +8.2% | +10.1% |
| 6M | +30.2% | +0.6% | +29.7% | +27.3% |
| YTD | +33.4% | +11.0% | +22.4% | +11.0% |
| 1Y | +52.2% | +13.3% | +38.9% | +22.4% |
| 3Y | +258.7% | +73.4% | +185.3% | +49.5% |
| 5Y | +432.3% | +57.4% | +374.8% | +137.1% |
| All | +460.4% | +60.8% | +399.6% | +144.3% |
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 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