-100.0%
JDST vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.5% | -4.8% |
| 7D | -24.6% | -2.3% | -22.3% | -27.5% |
| 30D | -5.0% | -5.0% | 0.0% | -12.3% |
| 3M | -15.7% | -4.9% | -10.8% | -20.7% |
| 6M | -14.9% | -1.5% | -13.3% | -10.2% |
| YTD | -48.9% | +8.5% | -57.4% | -31.7% |
| 1Y | -71.3% | +11.4% | -82.7% | -59.3% |
| 3Y | -97.8% | +70.1% | -167.9% | -93.0% |
| 5Y | -98.5% | +53.7% | -152.2% | -94.9% |
| All | -100.0% | +215.5% | -315.5% | -99.8% |
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