+17.8%
JMBS vs VT
+136.6%
-118.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.4% |
| 7D | +0.9% | -4.2% | +5.1% | +1.1% |
| 30D | +3.6% | -5.8% | +9.4% | +3.9% |
| 3M | -0.7% | -5.2% | +4.6% | -0.4% |
| 6M | -0.8% | +0.1% | -0.9% | -0.8% |
| YTD | -0.3% | +8.2% | -8.5% | -0.6% |
| 1Y | +0.8% | +10.1% | -9.3% | +0.4% |
| 3Y | +17.3% | +69.7% | -52.4% | +14.9% |
| 5Y | +2.2% | +53.4% | -51.2% | -0.4% |
| All | +17.8% | +136.6% | -118.9% | +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