-98.4%
JDST vs VT
+53.2%
-151.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -11.2% |
| 7D | -11.1% | -4.2% | -6.9% | -19.1% |
| 30D | +8.1% | -5.8% | +13.9% | -4.7% |
| 3M | -11.0% | -5.2% | -5.8% | -18.8% |
| 6M | -25.1% | +0.1% | -25.2% | -16.8% |
| YTD | -46.1% | +8.2% | -54.3% | -24.0% |
| 1Y | -70.0% | +10.1% | -80.1% | -55.4% |
| 3Y | -97.7% | +69.7% | -167.3% | -90.4% |
| 5Y | -98.4% | +53.4% | -151.8% | -92.3% |
| All | -98.4% | +53.2% | -151.6% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling