+18.1%
JMST vs VT
+165.3%
-147.2%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | 0.0% | +0.4% | -0.5% | 0.0% |
| 30D | +0.2% | +1.0% | -0.8% | +0.2% |
| 3M | +0.4% | +2.4% | -1.9% | +0.4% |
| 6M | +0.9% | +12.0% | -11.1% | +0.9% |
| YTD | +1.5% | +15.3% | -13.9% | +1.4% |
| 1Y | +2.4% | +22.6% | -20.2% | +2.3% |
| 3Y | +10.2% | +74.7% | -64.5% | +9.9% |
| 5Y | +12.4% | +66.1% | -53.8% | +12.1% |
| All | +18.1% | +165.3% | -147.2% | +17.8% |
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