-18.7%
JJSF vs VT
+224.5%
-243.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -5.8% | +0.4% | -6.2% | -6.1% |
| 30D | -0.6% | +1.0% | -1.6% | -1.3% |
| 3M | +14.5% | +2.4% | +12.1% | +12.2% |
| 6M | -0.4% | +12.0% | -12.4% | -8.6% |
| YTD | -5.0% | +15.3% | -20.4% | -14.9% |
| 1Y | -19.5% | +22.6% | -42.0% | -31.1% |
| 3Y | -44.2% | +74.7% | -118.8% | -64.0% |
| 5Y | -41.4% | +66.1% | -107.6% | -61.1% |
| All | -18.7% | +224.5% | -243.2% | -72.1% |
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