-48.6%
JBGS vs VT
+189.6%
-238.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.1% | +0.4% | -3.6% | -3.6% |
| 30D | -2.7% | +1.0% | -3.6% | -3.5% |
| 3M | -20.1% | +2.4% | -22.5% | -22.5% |
| 6M | -21.1% | +12.0% | -33.1% | -29.9% |
| YTD | -29.3% | +15.3% | -44.7% | -39.1% |
| 1Y | -44.2% | +22.6% | -66.8% | -54.8% |
| 3Y | -15.9% | +74.7% | -90.6% | -51.9% |
| 5Y | -51.9% | +66.1% | -118.1% | -71.2% |
| All | -48.6% | +189.6% | -238.2% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling