+300.5%
JJSF vs VT
+374.2%
-73.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -5.8% | +0.4% | -6.2% | -6.0% |
| 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% | -8.4% |
| YTD | -5.0% | +15.3% | -20.4% | -14.6% |
| 1Y | -19.5% | +22.6% | -42.0% | -30.6% |
| 3Y | -44.2% | +74.7% | -118.8% | -62.7% |
| 5Y | -41.4% | +66.1% | -107.6% | -60.2% |
| 10Y | -18.6% | +225.0% | -243.6% | -65.2% |
| All | +300.5% | +374.2% | -73.7% | +26.9% |
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