-5.7%
JJSF vs VT
+214.8%
-220.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +2.8% |
| 7D | +8.7% | -4.2% | +12.9% | +11.6% |
| 30D | +14.7% | -5.8% | +20.5% | +19.1% |
| 3M | +8.7% | -5.2% | +13.9% | +12.3% |
| 6M | +9.9% | +0.1% | +9.8% | +8.8% |
| YTD | +3.9% | +8.2% | -4.4% | -3.1% |
| 1Y | +11.1% | +10.1% | +0.9% | +2.2% |
| 3Y | -38.0% | +69.7% | -107.7% | -59.4% |
| 5Y | -34.6% | +53.4% | -87.9% | -53.9% |
| All | -5.7% | +214.8% | -220.5% | -65.4% |
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