-100.0%
JDST vs VT
+258.0%
-358.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -8.8% |
| 7D | -11.1% | -4.2% | -6.9% | -17.1% |
| 30D | +8.1% | -5.8% | +13.9% | -1.5% |
| 3M | -11.0% | -5.2% | -5.8% | -16.7% |
| 6M | -25.1% | +0.1% | -25.2% | -18.2% |
| YTD | -46.1% | +8.2% | -54.3% | -28.6% |
| 1Y | -70.0% | +10.1% | -80.1% | -58.5% |
| 3Y | -97.7% | +69.7% | -167.3% | -92.6% |
| 5Y | -98.4% | +53.4% | -151.8% | -94.8% |
| 10Y | -100.0% | +219.2% | -319.2% | -99.9% |
| All | -100.0% | +258.0% | -358.0% | -100.0% |
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