-100.0%
JZ vs VT
+77.9%
-177.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +2.4% |
| 7D | +5.0% | -4.2% | +9.2% | +8.6% |
| 30D | +125.7% | -5.8% | +131.5% | +136.6% |
| 3M | -64.4% | -5.2% | -59.2% | -63.0% |
| 6M | -96.3% | +0.1% | -96.5% | -96.4% |
| YTD | -96.8% | +8.2% | -105.0% | -96.9% |
| 1Y | -97.7% | +10.1% | -107.8% | -97.8% |
| 3Y | -99.8% | +69.7% | -169.5% | -99.9% |
| All | -100.0% | +77.9% | -177.9% | -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