+1,551.8%
JBSS vs VT
+374.2%
+1,177.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | -13.0% | +1.0% | -13.9% | -13.4% |
| 3M | -2.2% | +2.4% | -4.6% | -3.5% |
| 6M | -4.8% | +12.0% | -16.8% | -9.9% |
| YTD | +7.0% | +15.3% | -8.4% | -0.2% |
| 1Y | +20.4% | +22.6% | -2.2% | +8.9% |
| 3Y | -19.2% | +74.7% | -93.9% | -38.4% |
| 5Y | +3.5% | +66.1% | -62.6% | -20.0% |
| 10Y | +111.8% | +225.0% | -113.2% | +17.3% |
| All | +1,551.8% | +374.2% | +1,177.6% | +601.9% |
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 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