+54.3%
JRS vs VT
+222.7%
-168.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.5% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | -4.5% | -0.7% | -3.8% | -3.9% |
| 3M | -2.0% | +4.0% | -6.0% | -5.9% |
| 6M | +7.0% | +12.3% | -5.3% | -4.6% |
| YTD | +10.0% | +14.0% | -4.0% | -3.5% |
| 1Y | +7.7% | +20.3% | -12.6% | -10.5% |
| 3Y | +45.9% | +75.4% | -29.5% | -15.9% |
| 5Y | +6.1% | +66.0% | -59.8% | -35.7% |
| 10Y | +54.3% | +228.2% | -173.9% | -48.4% |
| All | +54.3% | +222.7% | -168.4% | -48.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling