+18.1%
JMBS vs VT
+152.1%
-134.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | +0.4% | -0.7% | -0.3% |
| 30D | -0.4% | +1.0% | -1.3% | -0.4% |
| 3M | -0.7% | +2.4% | -3.0% | -0.8% |
| 6M | -1.5% | +12.0% | -13.5% | -2.0% |
| YTD | 0.0% | +15.3% | -15.3% | -0.6% |
| 1Y | +2.6% | +22.6% | -20.0% | +1.7% |
| 3Y | +15.3% | +74.7% | -59.4% | +12.7% |
| 5Y | +2.2% | +66.1% | -63.9% | -0.6% |
| All | +18.1% | +152.1% | -134.0% | +15.7% |
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