+171.4%
JYNT vs VT
+223.7%
-52.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -6.1% |
| 7D | -9.2% | +0.4% | -9.5% | -9.8% |
| 30D | -5.5% | -2.6% | -2.9% | -2.8% |
| 3M | -20.2% | -3.2% | -16.9% | -17.5% |
| 6M | -23.5% | +0.9% | -24.4% | -25.2% |
| YTD | -23.7% | +11.3% | -35.0% | -34.3% |
| 1Y | -13.3% | +14.0% | -27.3% | -27.6% |
| 3Y | -9.8% | +75.8% | -85.6% | -56.2% |
| 5Y | -93.3% | +57.8% | -151.1% | -96.2% |
| 10Y | +171.4% | +219.8% | -48.4% | -25.9% |
| All | +171.4% | +223.7% | -52.3% | -25.9% |
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 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