+30.3%
JFR price history and return analytics
+65.7%
-35.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | -1.2% | -1.0% | -0.2% | -0.8% |
| 3M | +1.8% | +3.2% | -1.4% | +0.4% |
| 6M | +8.6% | +12.5% | -3.8% | +3.2% |
| YTD | +5.5% | +14.1% | -8.6% | -0.4% |
| 1Y | +3.1% | +18.9% | -15.8% | -4.4% |
| 3Y | +32.7% | +74.1% | -41.4% | +3.6% |
| All | +30.3% | +65.7% | -35.4% | +1.8% |
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