+116.4%
JBSS vs VT
+222.7%
-106.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -12.4% | -0.7% | -11.8% | -12.2% |
| 3M | -5.9% | +4.0% | -9.9% | -7.7% |
| 6M | -3.0% | +12.3% | -15.3% | -8.2% |
| YTD | +4.3% | +14.0% | -9.7% | -2.1% |
| 1Y | +18.2% | +20.3% | -2.1% | +8.0% |
| 3Y | -24.2% | +75.4% | -99.6% | -42.4% |
| 5Y | +2.7% | +66.0% | -63.2% | -20.6% |
| 10Y | +116.4% | +228.2% | -111.8% | +8.0% |
| All | +116.4% | +222.7% | -106.3% | +8.0% |
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