+1.7%
JMBS vs VOO
+81.6%
-79.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -0.3% | -1.4% | +1.0% | -0.2% |
| 3M | -0.8% | +3.7% | -4.5% | -1.1% |
| 6M | -1.8% | +13.0% | -14.9% | -2.8% |
| YTD | -0.5% | +12.4% | -12.9% | -1.5% |
| 1Y | +1.3% | +18.6% | -17.3% | -0.1% |
| 3Y | +15.1% | +78.1% | -62.9% | +8.9% |
| 5Y | +1.7% | +82.3% | -80.6% | -5.0% |
| All | +1.7% | +81.6% | -79.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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