-44.0%
JJSF vs VT
+75.0%
-119.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -5.8% | +0.4% | -6.2% | -5.8% |
| 30D | -0.6% | +1.0% | -1.6% | -0.8% |
| 3M | +14.5% | +2.4% | +12.1% | +14.0% |
| 6M | -0.4% | +12.0% | -12.4% | -3.0% |
| YTD | -5.0% | +15.3% | -20.4% | -8.6% |
| 1Y | -19.5% | +22.6% | -42.0% | -24.3% |
| All | -44.0% | +75.0% | -119.0% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling