+36.9%
JMSB vs VT
+183.9%
-146.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -0.2% |
| 7D | -1.1% | -4.2% | +3.0% | +1.5% |
| 30D | 0.0% | -5.8% | +5.8% | +3.6% |
| 3M | -3.7% | -5.2% | +1.6% | -0.5% |
| 6M | +7.2% | +0.1% | +7.1% | +6.7% |
| YTD | +16.0% | +8.2% | +7.8% | +9.7% |
| 1Y | +23.7% | +10.1% | +13.5% | +15.4% |
| 3Y | +29.4% | +69.7% | -40.3% | -5.7% |
| 5Y | +29.6% | +53.4% | -23.8% | -1.3% |
| All | +36.9% | +183.9% | -146.9% | -25.2% |
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