-97.5%
JZ vs VT
+10.5%
-108.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.8% | +5.7% |
| 7D | +8.4% | -2.3% | +10.7% | +11.3% |
| 30D | +125.5% | -5.0% | +130.5% | +141.1% |
| 3M | -58.1% | -4.9% | -53.2% | -55.6% |
| 6M | -96.4% | -1.5% | -94.8% | -96.3% |
| YTD | -96.6% | +8.5% | -105.1% | -96.9% |
| 1Y | -97.5% | +11.4% | -108.9% | -97.7% |
| All | -97.5% | +10.5% | -108.0% | -97.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling