-100.0%
JZ vs VT
+82.3%
-182.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -8.0% |
| 7D | +4.9% | -1.6% | +6.5% | +6.3% |
| 30D | +138.5% | -2.5% | +141.0% | +143.4% |
| 3M | -55.6% | -1.3% | -54.3% | -55.4% |
| 6M | -96.0% | +3.1% | -99.1% | -96.1% |
| YTD | -96.6% | +10.9% | -107.6% | -96.9% |
| 1Y | -97.9% | +12.1% | -109.9% | -98.0% |
| 3Y | -99.8% | +73.9% | -173.7% | -99.9% |
| All | -100.0% | +82.3% | -182.3% | -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 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