-98.6%
JDST vs VT
+57.4%
-155.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +2.6% | -12.4% | -3.5% |
| 7D | -28.9% | +0.4% | -29.3% | -27.5% |
| 30D | -5.7% | -2.6% | -3.1% | -9.5% |
| 3M | -10.8% | -3.2% | -7.5% | -14.0% |
| 6M | -18.9% | +0.9% | -19.8% | -8.0% |
| YTD | -53.9% | +11.3% | -65.3% | -30.1% |
| 1Y | -72.5% | +14.0% | -86.5% | -55.5% |
| 3Y | -98.2% | +75.8% | -174.1% | -92.0% |
| 5Y | -98.6% | +57.8% | -156.4% | -92.5% |
| All | -98.6% | +57.4% | -155.9% | -92.5% |
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