-48.7%
JBGS vs VOO
+67.9%
-116.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +4.7% | -2.7% | +7.4% | +6.9% |
| 30D | +15.1% | -5.4% | +20.4% | +20.0% |
| 3M | +4.0% | -4.1% | +8.1% | +7.3% |
| 6M | -19.1% | +0.7% | -19.9% | -20.5% |
| YTD | -24.9% | +8.7% | -33.6% | -31.1% |
| 1Y | -28.7% | +11.0% | -39.7% | -35.9% |
| 3Y | +2.5% | +75.5% | -73.0% | -40.6% |
| All | -48.7% | +67.9% | -116.6% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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