-100.0%
JZXN vs VT
+57.0%
-157.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.3% | -8.2% | -8.2% |
| 7D | -8.5% | +2.4% | -10.8% | -10.6% |
| 30D | -11.8% | -1.5% | -10.3% | -10.5% |
| 3M | -31.7% | -4.1% | -27.6% | -29.0% |
| 6M | -15.7% | +0.6% | -16.2% | -15.3% |
| YTD | -43.9% | +11.0% | -55.0% | -48.5% |
| 1Y | -89.5% | +13.3% | -102.8% | -90.4% |
| 3Y | -99.7% | +73.4% | -173.1% | -99.8% |
| All | -100.0% | +57.0% | -157.0% | -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