-48.4%
JBGS vs VT
+53.2%
-101.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +4.9% |
| 7D | +3.7% | -4.2% | +7.8% | +7.5% |
| 30D | +14.6% | -5.8% | +20.4% | +20.5% |
| 3M | +3.6% | -5.2% | +8.8% | +8.4% |
| 6M | -15.5% | +0.1% | -15.6% | -16.7% |
| YTD | -24.8% | +8.2% | -33.0% | -31.5% |
| 1Y | -30.5% | +10.1% | -40.6% | -37.8% |
| 3Y | +1.1% | +69.7% | -68.6% | -42.3% |
| 5Y | -48.4% | +53.4% | -101.8% | -67.7% |
| All | -48.4% | +53.2% | -101.6% | -67.7% |
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