-100.0%
JZ vs VT
+89.5%
-189.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -21.1% | +0.4% | -21.5% | -21.4% |
| 30D | -62.6% | +1.0% | -63.6% | -63.1% |
| 3M | -88.7% | +2.4% | -91.1% | -88.9% |
| 6M | -96.1% | +12.0% | -108.1% | -96.4% |
| YTD | -96.6% | +15.3% | -111.9% | -97.0% |
| 1Y | -97.7% | +22.6% | -120.3% | -98.0% |
| 3Y | -99.9% | +74.7% | -174.5% | -99.9% |
| All | -100.0% | +89.5% | -189.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling