+14.1%
JYNT vs VT
+233.9%
-219.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +2.3% |
| 7D | +3.4% | -0.3% | +3.7% | +3.9% |
| 30D | +4.5% | -1.4% | +6.0% | +6.3% |
| 3M | -9.3% | -1.4% | -7.9% | -8.1% |
| 6M | -14.6% | +5.5% | -20.0% | -20.4% |
| YTD | -13.9% | +12.8% | -26.7% | -26.3% |
| 1Y | -4.8% | +15.4% | -20.2% | -20.8% |
| 3Y | -4.9% | +76.9% | -81.8% | -52.3% |
| 5Y | -92.2% | +60.4% | -152.6% | -95.5% |
| 10Y | +202.8% | +232.8% | -30.0% | -11.1% |
| All | +14.1% | +233.9% | -219.8% | -67.5% |
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