-34.6%
JJSF vs VT
+59.7%
-94.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.1% |
| 7D | +9.2% | -0.3% | +9.5% | +9.3% |
| 30D | +16.4% | -1.4% | +17.8% | +16.9% |
| 3M | +16.9% | -1.4% | +18.2% | +17.3% |
| 6M | +10.1% | +5.5% | +4.6% | +7.8% |
| YTD | +3.7% | +12.8% | -9.1% | -1.0% |
| 1Y | +11.9% | +15.4% | -3.5% | +5.7% |
| 3Y | -38.1% | +76.9% | -115.0% | -51.4% |
| All | -34.6% | +59.7% | -94.3% | -45.0% |
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 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