+26.4%
JYNT vs VT
+241.3%
-214.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.3% | +0.4% | -1.8% | -1.8% |
| 30D | -0.1% | +1.0% | -1.1% | -1.4% |
| 3M | +1.1% | +2.4% | -1.3% | -2.1% |
| 6M | -6.5% | +12.0% | -18.5% | -18.9% |
| YTD | -4.6% | +15.3% | -19.9% | -20.2% |
| 1Y | -22.0% | +22.6% | -44.5% | -39.3% |
| 3Y | -11.7% | +74.7% | -86.3% | -54.9% |
| 5Y | -92.2% | +66.1% | -158.4% | -95.6% |
| 10Y | +197.1% | +225.0% | -27.9% | -11.4% |
| All | +26.4% | +241.3% | -214.9% | -64.8% |
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 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