+172.9%
JYNT vs VT
+215.5%
-42.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.3% |
| 7D | -2.6% | -2.3% | -0.2% | +0.1% |
| 30D | -4.9% | -5.0% | +0.1% | +1.0% |
| 3M | -16.7% | -4.9% | -11.8% | -11.9% |
| 6M | -22.2% | -1.5% | -20.6% | -21.5% |
| YTD | -21.4% | +8.5% | -29.9% | -30.1% |
| 1Y | -14.2% | +11.4% | -25.5% | -26.2% |
| 3Y | -11.7% | +70.1% | -81.8% | -55.2% |
| 5Y | -92.9% | +53.7% | -146.7% | -95.8% |
| All | +172.9% | +215.5% | -42.6% | -23.8% |
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