+42.3%
JBSS vs VT
+217.6%
-175.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +6.7% | -0.1% | +6.8% | +6.8% |
| 30D | -16.3% | -3.1% | -13.2% | -15.1% |
| 3M | -30.4% | -3.5% | -26.9% | -29.4% |
| 6M | -26.3% | +0.5% | -26.8% | -26.7% |
| YTD | -17.1% | +10.8% | -27.9% | -21.3% |
| 1Y | -12.0% | +11.9% | -23.9% | -16.9% |
| 3Y | -31.6% | +73.0% | -104.5% | -47.6% |
| 5Y | -22.6% | +58.6% | -81.2% | -38.8% |
| 10Y | +42.3% | +219.2% | -176.9% | -24.3% |
| All | +42.3% | +217.6% | -175.4% | -24.3% |
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 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