+39.7%
JMSB vs VT
+202.5%
-162.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.9% | +0.4% | +1.4% | +1.6% |
| 30D | -1.7% | +1.0% | -2.7% | -2.3% |
| 3M | +10.9% | +2.4% | +8.5% | +9.0% |
| 6M | +18.0% | +12.0% | +6.0% | +9.5% |
| YTD | +18.4% | +15.3% | +3.0% | +7.7% |
| 1Y | +18.2% | +22.6% | -4.4% | +3.3% |
| 3Y | +34.0% | +74.7% | -40.6% | -4.2% |
| 5Y | +36.3% | +66.1% | -29.9% | -1.0% |
| All | +39.7% | +202.5% | -162.8% | -26.5% |
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