-48.5%
JBGS vs VT
+178.5%
-227.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +1.6% | -1.6% | +3.3% | +3.2% |
| 30D | +11.0% | -2.5% | +13.5% | +13.5% |
| 3M | -16.4% | -1.3% | -15.1% | -15.8% |
| 6M | -18.1% | +3.1% | -21.2% | -21.2% |
| YTD | -29.2% | +10.9% | -40.1% | -36.8% |
| 1Y | -35.2% | +12.1% | -47.3% | -42.8% |
| 3Y | -4.8% | +73.9% | -78.7% | -45.6% |
| 5Y | -50.1% | +58.0% | -108.1% | -68.7% |
| All | -48.5% | +178.5% | -227.1% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling